+67.2%
QLD vs SIRI
-38.7%
+105.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.1% |
| 6M | -15.6% | +24.8% | -40.4% | -20.8% |
| YTD | +5.4% | +68.6% | -63.2% | -9.4% |
| 1Y | +5.2% | +55.9% | -50.7% | -7.6% |
| 3Y | +139.4% | -22.3% | +161.8% | +137.7% |
| All | +67.2% | -38.7% | +105.9% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling