+81.1%
QLD vs SFM
+102.7%
-21.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +6.6% |
| 7D | -1.4% | -10.2% | +8.8% | +0.8% |
| 30D | -19.6% | -23.9% | +4.3% | -15.7% |
| 3M | -14.1% | -42.3% | +28.1% | -4.8% |
| 6M | -13.6% | -40.1% | +26.5% | -6.0% |
| YTD | +12.5% | -37.8% | +50.3% | +19.9% |
| 1Y | +13.1% | -37.1% | +50.2% | +19.9% |
| 3Y | +154.7% | +21.5% | +133.2% | +113.8% |
| 5Y | +81.1% | +103.8% | -22.7% | +35.3% |
| All | +81.1% | +102.7% | -21.6% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling