+176.1%
QLD vs SITM
+372.9%
-196.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.2% | -1.7% |
| 7D | +0.6% | +9.7% | -9.2% | -2.3% |
| 30D | -0.1% | +12.7% | -12.8% | -5.6% |
| 3M | -8.4% | -13.4% | +5.1% | -6.4% |
| 6M | +32.2% | +59.6% | -27.4% | +8.2% |
| YTD | +28.9% | +73.3% | -44.4% | +1.0% |
| 1Y | +43.8% | +165.5% | -121.7% | -5.7% |
| All | +176.1% | +372.9% | -196.9% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling