+1,542.6%
QLD vs SFM
+137.0%
+1,405.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -1.0% |
| 7D | +12.5% | -0.4% | +12.9% | +12.6% |
| 30D | -15.7% | -19.2% | +3.5% | -12.5% |
| 3M | -11.9% | -40.3% | +28.4% | -2.5% |
| 6M | -10.3% | -40.9% | +30.6% | -1.2% |
| YTD | +15.6% | -35.5% | +51.1% | +22.9% |
| 1Y | +12.1% | -37.4% | +49.6% | +20.0% |
| 3Y | +150.7% | +25.5% | +125.2% | +117.3% |
| 5Y | +86.6% | +113.0% | -26.4% | +37.3% |
| All | +1,542.6% | +137.0% | +1,405.6% | +1,022.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling