+926.5%
QLD vs SEI
+539.1%
+387.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +14.3% | -11.7% | -1.0% |
| 7D | -10.3% | -18.3% | +8.0% | -6.3% |
| 30D | -26.1% | -24.4% | -1.6% | -21.8% |
| 3M | -17.8% | +1.5% | -19.3% | -20.0% |
| 6M | -15.6% | -25.1% | +9.6% | -12.3% |
| YTD | +5.4% | +26.4% | -21.1% | -5.2% |
| 1Y | +5.2% | +8.9% | -3.7% | -2.4% |
| 3Y | +139.4% | +586.7% | -447.2% | +25.2% |
| 5Y | +66.7% | +717.9% | -651.2% | -22.4% |
| All | +926.5% | +539.1% | +387.4% | +350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling