+133.5%
QLD vs SFM
+24.6%
+108.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.1% | -7.6% | -12.1% |
| 7D | -18.6% | +7.5% | -26.1% | -19.3% |
| 30D | -28.3% | -20.8% | -7.5% | -26.3% |
| 3M | -20.4% | -39.4% | +19.0% | -15.2% |
| 6M | -14.3% | -34.5% | +20.2% | -10.6% |
| YTD | +2.8% | -35.2% | +38.0% | +6.7% |
| 1Y | -1.2% | -35.3% | +34.1% | +2.4% |
| All | +133.5% | +24.6% | +108.9% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling