+8.4%
QLD vs SITM
+33.6%
-25.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.6% | -2.8% | +4.1% |
| 7D | -1.4% | +9.4% | -10.8% | -4.2% |
| 30D | -19.6% | -25.4% | +5.8% | -13.9% |
| 3M | -14.1% | -37.0% | +22.8% | -5.0% |
| 6M | -13.6% | -45.1% | +31.5% | -3.4% |
| YTD | +12.5% | +29.4% | -16.9% | +0.5% |
| All | +8.4% | +33.6% | -25.2% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling