+82.1%
QLD vs SEI
+889.7%
-807.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | +7.0% | +10.5% | -3.5% | +4.7% |
| 30D | -14.3% | -8.0% | -6.3% | -13.6% |
| 3M | -16.0% | +6.7% | -22.7% | -18.9% |
| 6M | -14.2% | -17.0% | +2.8% | -13.2% |
| YTD | +12.8% | +39.7% | -26.9% | +0.7% |
| 1Y | +14.1% | +43.2% | -29.1% | +1.0% |
| 3Y | +146.0% | +676.3% | -530.4% | +42.8% |
| All | +82.1% | +889.7% | -807.6% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SEI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling