+116.8%
QLD vs SN
+659.6%
-542.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.1% | +1.6% |
| 7D | -10.3% | +7.2% | -17.5% | -12.5% |
| 30D | -26.1% | +20.4% | -46.4% | -30.9% |
| 3M | -17.8% | +23.9% | -41.7% | -24.3% |
| 6M | -15.6% | +93.0% | -108.6% | -34.6% |
| YTD | +5.4% | +99.2% | -93.9% | -19.9% |
| 1Y | +5.2% | +142.6% | -137.4% | -25.7% |
| 3Y | +139.4% | +398.8% | -259.3% | +49.1% |
| All | +116.8% | +659.6% | -542.8% | +33.5% |
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