+63.0%
QLD vs SGI
+58.5%
+4.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.8% | -9.9% | -11.1% |
| 7D | -18.6% | +5.3% | -23.9% | -21.0% |
| 30D | -28.3% | +8.2% | -36.5% | -32.0% |
| 3M | -20.4% | -2.2% | -18.2% | -20.4% |
| 6M | -14.3% | -8.4% | -5.9% | -12.0% |
| YTD | +2.8% | -23.4% | +26.2% | +15.9% |
| 1Y | -1.2% | -14.0% | +12.8% | +2.1% |
| 3Y | +135.3% | +78.8% | +56.5% | +44.4% |
| All | +63.0% | +58.5% | +4.5% | -1.2% |
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 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