+139.4%
QLD vs SITM
+269.8%
-130.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +17.4% | -14.9% | -2.8% |
| 7D | -10.3% | -6.7% | -3.5% | -8.8% |
| 30D | -26.1% | -37.3% | +11.3% | -15.4% |
| 3M | -17.8% | -39.4% | +21.6% | -6.0% |
| 6M | -15.6% | -33.1% | +17.6% | -9.5% |
| YTD | +5.4% | +18.0% | -12.7% | -8.3% |
| 1Y | +5.2% | +22.7% | -17.5% | -10.2% |
| 3Y | +139.4% | +283.8% | -144.3% | +27.1% |
| All | +139.4% | +269.8% | -130.4% | +27.1% |
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 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