+5.2%
QLD vs SGI
-23.3%
+28.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.5% | +8.0% | +4.4% |
| 7D | -10.3% | +1.0% | -11.2% | -10.6% |
| 30D | -26.1% | +3.9% | -30.0% | -27.4% |
| 3M | -17.8% | -0.8% | -16.9% | -17.9% |
| 6M | -15.6% | -18.0% | +2.4% | -9.8% |
| YTD | +5.4% | -27.6% | +33.0% | +13.7% |
| 1Y | +5.2% | -27.2% | +32.5% | +13.0% |
| All | +5.2% | -23.3% | +28.5% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling