+1,502.1%
QLD vs SGI
+319.5%
+1,182.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +7.0% | -5.3% | +12.3% | +9.6% |
| 30D | -14.3% | -2.1% | -12.3% | -14.1% |
| 3M | -16.0% | -8.2% | -7.8% | -13.6% |
| 6M | -14.2% | -4.6% | -9.7% | -13.8% |
| YTD | +12.8% | -31.5% | +44.2% | +29.8% |
| 1Y | +14.1% | -30.8% | +44.9% | +30.7% |
| 3Y | +146.0% | +67.2% | +78.7% | +85.7% |
| 5Y | +82.0% | +42.5% | +39.5% | +42.2% |
| All | +1,502.1% | +319.5% | +1,182.6% | +688.2% |
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