+1,418.0%
QLD vs SIRI
0.0%
+1,418.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.5% |
| 7D | -1.4% | +11.4% | -12.8% | -5.9% |
| 30D | -19.6% | +24.2% | -43.8% | -26.9% |
| 3M | -14.1% | +11.1% | -25.3% | -18.6% |
| 6M | -13.6% | +23.9% | -37.5% | -22.4% |
| YTD | +12.5% | +70.0% | -57.5% | -13.2% |
| 1Y | +13.1% | +56.6% | -43.5% | -9.6% |
| 3Y | +154.7% | -21.4% | +176.1% | +156.9% |
| 5Y | +81.1% | -38.3% | +119.4% | +87.3% |
| 10Y | +1,418.0% | -3.5% | +1,421.5% | +1,205.3% |
| All | +1,418.0% | 0.0% | +1,418.0% | +1,205.3% |
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