+1,520.2%
QLD vs SM
+10.6%
+1,509.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -0.9% | +3.8% |
| 7D | -1.2% | +0.3% | -1.5% | -1.2% |
| 30D | -15.7% | -17.3% | +1.6% | -13.6% |
| 3M | -10.0% | -3.6% | -6.4% | -10.3% |
| 6M | -11.2% | +2.9% | -14.1% | -13.3% |
| YTD | +16.4% | +70.2% | -53.9% | +3.1% |
| 1Y | +12.7% | +66.5% | -53.8% | 0.0% |
| 3Y | +152.3% | -8.2% | +160.5% | +142.3% |
| 5Y | +91.8% | -1.5% | +93.2% | +78.1% |
| 10Y | +1,520.2% | +11.9% | +1,508.3% | +960.0% |
| All | +1,520.2% | +10.6% | +1,509.7% | +960.0% |
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