+131.6%
QLD vs SN
+681.9%
-550.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.9% | +5.7% |
| 7D | -1.4% | +7.6% | -9.1% | -3.9% |
| 30D | -19.6% | +24.1% | -43.7% | -25.7% |
| 3M | -14.1% | +23.7% | -37.9% | -20.8% |
| 6M | -13.6% | +105.5% | -119.1% | -34.5% |
| YTD | +12.5% | +105.1% | -92.6% | -15.3% |
| 1Y | +13.1% | +148.3% | -135.1% | -20.7% |
| 3Y | +154.7% | +438.7% | -284.0% | +56.7% |
| All | +131.6% | +681.9% | -550.4% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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