+3,292.2%
QLD vs SFM
+39.6%
+3,252.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | -3.8% | -6.9% | +3.1% | -2.1% |
| 30D | -20.5% | -25.0% | +4.4% | -16.1% |
| 3M | -14.6% | -42.7% | +28.1% | -4.4% |
| 6M | -14.7% | -41.0% | +26.3% | -6.1% |
| YTD | +11.2% | -38.7% | +49.9% | +19.7% |
| 1Y | +7.1% | -38.1% | +45.2% | +14.8% |
| 3Y | +141.1% | +19.3% | +121.8% | +112.1% |
| 5Y | +84.3% | +103.1% | -18.8% | +37.7% |
| 10Y | +1,450.1% | +131.1% | +1,319.0% | +943.5% |
| All | +3,292.2% | +39.6% | +3,252.6% | +2,579.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling