+121.0%
QLD vs SITM
+170.8%
-49.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.2% | -2.1% |
| 7D | +0.6% | +9.7% | -9.2% | -2.9% |
| 30D | -0.1% | +12.7% | -12.8% | -6.9% |
| 3M | -8.4% | -13.4% | +5.1% | -6.2% |
| 6M | +32.2% | +59.6% | -27.4% | +3.0% |
| YTD | +28.9% | +73.3% | -44.4% | -5.0% |
| 1Y | +43.8% | +165.5% | -121.7% | -14.3% |
| 3Y | +176.6% | +368.7% | -192.1% | +10.6% |
| All | +121.0% | +170.8% | -49.7% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling