+111.4%
QLD vs SN
+639.7%
-528.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.0% | -11.8% | -12.4% |
| 7D | -18.6% | +3.8% | -22.4% | -19.6% |
| 30D | -28.3% | +17.5% | -45.8% | -32.4% |
| 3M | -20.4% | +19.2% | -39.6% | -25.7% |
| 6M | -14.3% | +84.9% | -99.2% | -32.5% |
| YTD | +2.8% | +94.0% | -91.3% | -21.1% |
| 1Y | -1.2% | +151.3% | -152.6% | -31.3% |
| 3Y | +135.3% | +387.1% | -251.7% | +47.9% |
| All | +111.4% | +639.7% | -528.3% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling