+565.8%
QLD vs SITM
+4,507.3%
-3,941.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.6% |
| 7D | +3.0% | +8.4% | -5.4% | +0.1% |
| 30D | -1.8% | -17.4% | +15.6% | +4.2% |
| 3M | -1.8% | -9.8% | +8.0% | -1.1% |
| 6M | +36.9% | +83.0% | -46.1% | +4.4% |
| YTD | +28.7% | +69.6% | -40.9% | -1.5% |
| 1Y | +41.9% | +144.9% | -103.0% | -7.8% |
| 3Y | +184.2% | +429.9% | -245.6% | +23.2% |
| 5Y | +122.1% | +169.2% | -47.1% | +9.5% |
| All | +565.8% | +4,507.3% | -3,941.5% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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