+7,971.7%
QLD vs SNY
+140.1%
+7,831.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.3% |
| 7D | +7.0% | +2.8% | +4.2% | +4.8% |
| 30D | -14.3% | +21.6% | -35.9% | -27.0% |
| 3M | -16.0% | +10.5% | -26.5% | -23.2% |
| 6M | -14.2% | +14.0% | -28.3% | -24.9% |
| YTD | +12.8% | +5.4% | +7.4% | +4.3% |
| 1Y | +14.1% | -2.5% | +16.5% | +12.1% |
| 3Y | +146.0% | +22.1% | +123.9% | +84.7% |
| 5Y | +82.0% | +18.0% | +64.0% | +29.9% |
| 10Y | +1,470.1% | +77.7% | +1,392.5% | +666.1% |
| All | +7,971.7% | +140.1% | +7,831.6% | +2,281.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling