+12.1%
QLD vs SN
+136.6%
-124.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.3% | +0.3% |
| 7D | +12.5% | +1.4% | +11.1% | +12.1% |
| 30D | -15.7% | +16.6% | -32.3% | -19.8% |
| 3M | -11.9% | +18.3% | -30.2% | -16.7% |
| 6M | -10.3% | +103.1% | -113.3% | -31.5% |
| YTD | +15.6% | +96.7% | -81.1% | -12.4% |
| 1Y | +12.1% | +134.3% | -122.2% | -20.7% |
| All | +12.1% | +136.6% | -124.4% | -20.7% |
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