+1,502.1%
QLD vs SNY
+76.4%
+1,425.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +7.0% | +2.8% | +4.2% | +5.4% |
| 30D | -14.3% | +21.6% | -35.9% | -23.5% |
| 3M | -16.0% | +10.5% | -26.5% | -21.0% |
| 6M | -14.2% | +14.0% | -28.3% | -21.8% |
| YTD | +12.8% | +5.4% | +7.4% | +7.3% |
| 1Y | +14.1% | -2.5% | +16.5% | +13.6% |
| 3Y | +146.0% | +22.1% | +123.9% | +98.1% |
| 5Y | +82.0% | +18.0% | +64.0% | +38.2% |
| All | +1,502.1% | +76.4% | +1,425.7% | +810.0% |
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