+1,351.8%
QLD vs SM
+8.2%
+1,343.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.6% | +2.4% |
| 7D | -10.3% | -25.9% | +15.6% | -6.3% |
| 30D | -26.1% | -15.1% | -10.9% | -24.5% |
| 3M | -17.8% | +4.9% | -22.6% | -19.1% |
| 6M | -15.6% | +6.1% | -21.7% | -18.0% |
| YTD | +5.4% | +63.4% | -58.1% | -6.0% |
| 1Y | +5.2% | +72.5% | -67.2% | -7.2% |
| 3Y | +139.4% | -16.9% | +156.3% | +133.4% |
| 5Y | +66.7% | -10.6% | +77.4% | +57.0% |
| All | +1,351.8% | +8.2% | +1,343.6% | +855.3% |
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