+1,657.6%
QLD vs SNY
+64.5%
+1,593.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.2% | -3.3% | +2.1% | +0.6% |
| 30D | -3.0% | -2.2% | -0.8% | -1.9% |
| 3M | -2.8% | -3.0% | +0.2% | -2.0% |
| 6M | +32.0% | +2.7% | +29.3% | +27.9% |
| YTD | +27.3% | -6.8% | +34.1% | +30.3% |
| 1Y | +37.9% | -5.3% | +43.2% | +38.9% |
| 3Y | +174.6% | -9.8% | +184.4% | +166.1% |
| 5Y | +124.8% | +9.7% | +115.1% | +75.6% |
| All | +1,657.6% | +64.5% | +1,593.1% | +1,014.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling