+146.0%
QLD vs SFM
+27.3%
+118.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.6% |
| 7D | +7.0% | +6.0% | +1.0% | +6.2% |
| 30D | -14.3% | -19.5% | +5.1% | -12.2% |
| 3M | -16.0% | -37.0% | +21.0% | -11.0% |
| 6M | -14.2% | -41.0% | +26.8% | -8.6% |
| YTD | +12.8% | -34.6% | +47.4% | +16.9% |
| 1Y | +14.1% | -36.3% | +50.3% | +18.8% |
| 3Y | +146.0% | +24.5% | +121.4% | +155.4% |
| All | +146.0% | +27.3% | +118.6% | +155.4% |
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