+1,450.1%
QLD vs SGI
+356.4%
+1,093.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | +1.2% |
| 7D | -3.8% | -3.9% | +0.1% | -2.1% |
| 30D | -20.5% | +0.9% | -21.5% | -21.4% |
| 3M | -14.6% | -2.9% | -11.7% | -14.4% |
| 6M | -14.7% | -9.0% | -5.7% | -12.4% |
| YTD | +11.2% | -29.2% | +40.4% | +26.2% |
| 1Y | +7.1% | -32.3% | +39.4% | +24.0% |
| 3Y | +141.1% | +72.4% | +68.7% | +79.7% |
| 5Y | +84.3% | +50.6% | +33.6% | +40.8% |
| 10Y | +1,450.1% | +335.2% | +1,114.8% | +654.1% |
| All | +1,450.1% | +356.4% | +1,093.6% | +654.1% |
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