+1,502.1%
QLD vs SIRI
-7.4%
+1,509.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +7.0% | -1.7% | +8.7% | +7.8% |
| 30D | -14.3% | +21.1% | -35.4% | -21.3% |
| 3M | -16.0% | +14.7% | -30.7% | -21.4% |
| 6M | -14.2% | +22.9% | -37.2% | -22.8% |
| YTD | +12.8% | +65.7% | -53.0% | -12.2% |
| 1Y | +14.1% | +53.5% | -39.4% | -8.1% |
| 3Y | +146.0% | -23.0% | +169.0% | +150.3% |
| 5Y | +82.0% | -41.5% | +123.5% | +94.8% |
| All | +1,502.1% | -7.4% | +1,509.6% | +1,272.3% |
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