+9,127.5%
QLD vs SM
+23.0%
+9,104.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.9% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -0.1% | +26.3% | -26.4% | -5.5% |
| 3M | -8.4% | +8.7% | -17.0% | -11.3% |
| 6M | +32.2% | +51.7% | -19.5% | +16.6% |
| YTD | +28.9% | +99.0% | -70.1% | +6.2% |
| 1Y | +43.8% | +34.6% | +9.2% | +28.6% |
| 3Y | +176.6% | -7.8% | +184.3% | +162.4% |
| 5Y | +121.6% | +104.8% | +16.8% | +68.0% |
| 10Y | +1,652.9% | +7.2% | +1,645.7% | +851.8% |
| All | +9,127.5% | +23.0% | +9,104.4% | +2,187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling