+7,256.1%
QLD vs SM
0.0%
+7,256.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.6% | -8.1% | -11.7% |
| 7D | -18.6% | -25.1% | +6.6% | -13.5% |
| 30D | -28.3% | -15.6% | -12.7% | -26.0% |
| 3M | -20.4% | +2.7% | -23.1% | -22.0% |
| 6M | -14.3% | -3.8% | -10.4% | -16.1% |
| YTD | +2.8% | +61.8% | -59.1% | -12.3% |
| 1Y | -1.2% | +71.4% | -72.6% | -17.1% |
| 3Y | +135.3% | -20.7% | +156.0% | +129.2% |
| 5Y | +62.6% | -11.5% | +74.1% | +47.9% |
| 10Y | +1,384.3% | +10.2% | +1,374.1% | +680.2% |
| All | +7,256.1% | 0.0% | +7,256.1% | +1,788.9% |
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