+3,035.0%
QLD vs SFM
+47.4%
+2,987.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.1% | -7.6% | -11.6% |
| 7D | -18.6% | +7.5% | -26.1% | -20.1% |
| 30D | -28.3% | -20.8% | -7.5% | -25.2% |
| 3M | -20.4% | -39.4% | +19.0% | -12.0% |
| 6M | -14.3% | -34.5% | +20.2% | -7.9% |
| YTD | +2.8% | -35.2% | +38.0% | +9.4% |
| 1Y | -1.2% | -35.3% | +34.1% | +5.0% |
| 3Y | +135.3% | +23.9% | +111.4% | +105.5% |
| 5Y | +62.6% | +113.8% | -51.3% | +20.2% |
| 10Y | +1,384.3% | +152.0% | +1,232.3% | +879.0% |
| All | +3,035.0% | +47.4% | +2,987.6% | +2,347.3% |
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 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