-15.6%
QLD vs SIRI
+26.4%
-42.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.6% |
| 7D | -10.3% | +12.6% | -22.9% | -10.1% |
| 30D | -26.1% | +25.9% | -51.9% | -26.0% |
| 3M | -17.8% | +10.3% | -28.1% | -16.9% |
| 6M | -15.6% | +24.8% | -40.4% | -21.6% |
| All | -15.6% | +26.4% | -42.0% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling