+91.8%
QLD vs SGI
+48.7%
+43.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.9% |
| 7D | -1.2% | -10.5% | +9.3% | +5.3% |
| 30D | -15.7% | +0.1% | -15.9% | -16.6% |
| 3M | -10.0% | -4.0% | -6.1% | -9.3% |
| 6M | -11.2% | -5.6% | -5.6% | -10.4% |
| YTD | +16.4% | -29.5% | +45.9% | +37.3% |
| 1Y | +12.7% | -31.5% | +44.2% | +35.3% |
| 3Y | +152.3% | +71.6% | +80.7% | +57.7% |
| 5Y | +91.8% | +50.5% | +41.2% | +19.7% |
| All | +91.8% | +48.7% | +43.0% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling