+12.1%
QLD vs SITM
+51.8%
-39.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +12.5% | +32.5% | -20.1% | +3.7% |
| 30D | -15.7% | -18.8% | +3.1% | -11.6% |
| 3M | -11.9% | -30.9% | +18.9% | -4.8% |
| 6M | -10.3% | -44.5% | +34.2% | -0.1% |
| YTD | +15.6% | +33.2% | -17.6% | +2.3% |
| 1Y | +12.1% | +53.8% | -41.7% | -5.4% |
| All | +12.1% | +51.8% | -39.7% | -5.4% |
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