+142.3%
QLD vs SN
+647.0%
-504.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +0.4% |
| 7D | -9.4% | +10.6% | -20.0% | -12.7% |
| 30D | -17.1% | +20.0% | -37.1% | -22.5% |
| 3M | -10.4% | +30.4% | -40.8% | -19.2% |
| 6M | +0.7% | +91.0% | -90.2% | -21.7% |
| YTD | +17.7% | +95.9% | -78.2% | -10.0% |
| 1Y | +14.7% | +158.9% | -144.2% | -21.2% |
| 3Y | +169.6% | +391.8% | -222.2% | +68.8% |
| All | +142.3% | +647.0% | -504.7% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling