+139.4%
QLD vs SFM
+18.5%
+120.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.8% | +7.4% | +3.2% |
| 7D | -10.3% | -1.2% | -9.1% | -10.1% |
| 30D | -26.1% | -24.8% | -1.3% | -23.6% |
| 3M | -17.8% | -43.7% | +25.9% | -11.5% |
| 6M | -15.6% | -37.3% | +21.7% | -11.5% |
| YTD | +5.4% | -38.4% | +43.7% | +10.0% |
| 1Y | +5.2% | -36.9% | +42.2% | +9.0% |
| 3Y | +139.4% | +20.7% | +118.8% | +159.8% |
| All | +139.4% | +18.5% | +120.9% | +159.8% |
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