+1,631.1%
QLD vs SGI
+277.9%
+1,353.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +0.6% | +8.5% | -8.0% | -3.1% |
| 30D | -0.1% | +0.7% | -0.8% | -0.8% |
| 3M | -8.4% | +0.6% | -9.0% | -9.1% |
| 6M | +32.2% | -17.9% | +50.1% | +42.2% |
| YTD | +28.9% | -21.2% | +50.1% | +40.2% |
| 1Y | +43.8% | -18.9% | +62.7% | +53.2% |
| 3Y | +176.6% | +52.6% | +124.0% | +120.2% |
| 5Y | +121.6% | +60.7% | +60.9% | +66.8% |
| All | +1,631.1% | +277.9% | +1,353.2% | +754.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling