+14.1%
QLD vs SNY
-1.8%
+15.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +7.0% | +2.8% | +4.2% | +7.2% |
| 30D | -14.3% | +21.6% | -35.9% | -12.8% |
| 3M | -16.0% | +10.5% | -26.5% | -14.5% |
| 6M | -14.2% | +14.0% | -28.3% | -13.6% |
| YTD | +12.8% | +5.4% | +7.4% | +16.3% |
| 1Y | +14.1% | -2.5% | +16.5% | +21.6% |
| All | +14.1% | -1.8% | +15.9% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling