+122.5%
QLD vs SNY
+7.6%
+114.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +1.9% | -3.6% | +5.5% | +2.8% |
| 30D | -1.8% | -1.4% | -0.4% | -1.5% |
| 3M | -0.1% | -4.2% | +4.1% | +0.7% |
| 6M | +32.6% | +2.0% | +30.6% | +31.0% |
| YTD | +27.9% | -6.7% | +34.6% | +29.5% |
| 1Y | +40.3% | -4.7% | +45.0% | +40.8% |
| 3Y | +182.5% | -8.1% | +190.6% | +180.0% |
| 5Y | +122.5% | +8.2% | +114.3% | +90.7% |
| All | +122.5% | +7.6% | +114.9% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling