+1,418.0%
QLD vs SM
+4.9%
+1,413.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.7% | +9.5% | +7.2% |
| 7D | -1.4% | -22.3% | +20.8% | +2.2% |
| 30D | -19.6% | -21.4% | +1.8% | -16.9% |
| 3M | -14.1% | +1.4% | -15.5% | -15.2% |
| 6M | -13.6% | +0.1% | -13.7% | -15.4% |
| YTD | +12.5% | +59.0% | -46.4% | +0.8% |
| 1Y | +13.1% | +64.3% | -51.2% | +0.5% |
| 3Y | +154.7% | -13.1% | +167.8% | +146.7% |
| 5Y | +81.1% | -13.9% | +94.9% | +71.4% |
| 10Y | +1,418.0% | +1.7% | +1,416.3% | +901.2% |
| All | +1,418.0% | +4.9% | +1,413.1% | +901.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling