+139.4%
QLD vs SIRI
-26.1%
+165.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.0% |
| 7D | -10.3% | +12.6% | -22.9% | -12.9% |
| 30D | -26.1% | +25.9% | -51.9% | -30.3% |
| 3M | -17.8% | +10.3% | -28.1% | -20.0% |
| 6M | -15.6% | +24.8% | -40.4% | -21.0% |
| YTD | +5.4% | +68.6% | -63.2% | -10.0% |
| 1Y | +5.2% | +55.9% | -50.7% | -8.1% |
| 3Y | +139.4% | -22.3% | +161.8% | +133.5% |
| All | +139.4% | -26.1% | +165.6% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling