+1,450.1%
QLD vs SM
+4.2%
+1,445.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -3.8% | -19.5% | +15.7% | -0.8% |
| 30D | -20.5% | -20.2% | -0.3% | -18.1% |
| 3M | -14.6% | -6.5% | -8.1% | -14.5% |
| 6M | -14.7% | +1.6% | -16.2% | -16.6% |
| YTD | +11.2% | +61.2% | -50.1% | -0.6% |
| 1Y | +7.1% | +65.4% | -58.3% | -4.9% |
| 3Y | +141.1% | -13.0% | +154.1% | +133.4% |
| 5Y | +84.3% | -4.3% | +88.6% | +72.0% |
| 10Y | +1,450.1% | +3.0% | +1,447.0% | +920.4% |
| All | +1,450.1% | +4.2% | +1,445.9% | +920.4% |
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