+141.1%
QLD vs SN
+431.1%
-290.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | -3.8% | +7.6% | -11.3% | -6.7% |
| 30D | -20.5% | +22.4% | -43.0% | -27.4% |
| 3M | -14.6% | +21.7% | -36.3% | -22.2% |
| 6M | -14.7% | +102.8% | -117.5% | -39.1% |
| YTD | +11.2% | +102.4% | -91.2% | -21.5% |
| 1Y | +7.1% | +139.0% | -131.9% | -30.4% |
| 3Y | +141.1% | +440.4% | -299.3% | +13.1% |
| All | +141.1% | +431.1% | -290.0% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling