+1,646.5%
QLD vs SIRI
-13.0%
+1,659.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +3.0% | +4.3% | -1.3% | +1.0% |
| 30D | -1.8% | -2.8% | +1.0% | -0.8% |
| 3M | -1.8% | +5.9% | -7.7% | -5.1% |
| 6M | +36.9% | +31.9% | +5.0% | +19.5% |
| YTD | +28.7% | +48.7% | -20.0% | +5.6% |
| 1Y | +41.9% | +23.2% | +18.7% | +25.7% |
| 3Y | +184.2% | -23.9% | +208.1% | +184.5% |
| 5Y | +122.1% | -43.4% | +165.5% | +134.2% |
| 10Y | +1,646.5% | -13.6% | +1,660.1% | +1,310.2% |
| All | +1,646.5% | -13.0% | +1,659.5% | +1,310.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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