+3,832.5%
QLD vs SFM
+132.6%
+3,699.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | -0.3% |
| 7D | +0.6% | -0.1% | +0.6% | +0.6% |
| 30D | -0.1% | -4.4% | +4.2% | +0.6% |
| 3M | -8.4% | +1.5% | -9.9% | -9.6% |
| 6M | +32.2% | +6.5% | +25.7% | +27.5% |
| YTD | +28.9% | +2.2% | +26.7% | +25.0% |
| 1Y | +43.8% | -41.9% | +85.7% | +60.0% |
| 3Y | +176.6% | +106.8% | +69.8% | +116.6% |
| 5Y | +121.6% | +231.6% | -110.0% | +49.6% |
| 10Y | +1,652.9% | +258.4% | +1,394.5% | +975.7% |
| All | +3,832.5% | +132.6% | +3,699.9% | +2,698.4% |
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 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