+82.1%
QLD vs SM
+5.5%
+76.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.4% |
| 7D | +7.0% | +9.4% | -2.4% | +4.7% |
| 30D | -14.3% | -14.4% | 0.0% | -11.8% |
| 3M | -16.0% | +1.6% | -17.5% | -17.7% |
| 6M | -14.2% | +6.3% | -20.6% | -18.4% |
| YTD | +12.8% | +78.8% | -66.0% | -11.4% |
| 1Y | +14.1% | +83.1% | -69.1% | -11.4% |
| 3Y | +146.0% | -5.9% | +151.9% | +122.9% |
| All | +82.1% | +5.5% | +76.6% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling