-1.2%
QLD vs SN
+157.3%
-158.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.0% | -11.8% | -12.4% |
| 7D | -18.6% | +3.8% | -22.4% | -19.5% |
| 30D | -28.3% | +17.5% | -45.8% | -31.8% |
| 3M | -20.4% | +19.2% | -39.6% | -24.8% |
| 6M | -14.3% | +84.9% | -99.2% | -31.1% |
| YTD | +2.8% | +94.0% | -91.3% | -20.1% |
| 1Y | -1.2% | +151.3% | -152.6% | -27.7% |
| All | -1.2% | +157.3% | -158.5% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling