+1,542.6%
QLD vs SONY
+366.0%
+1,176.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -1.2% |
| 7D | +12.5% | -3.2% | +15.7% | +15.4% |
| 30D | -15.7% | +9.6% | -25.3% | -23.2% |
| 3M | -11.9% | +13.3% | -25.2% | -22.5% |
| 6M | -10.3% | +20.3% | -30.6% | -26.7% |
| YTD | +15.6% | +4.1% | +11.5% | +5.9% |
| 1Y | +12.1% | -11.9% | +24.0% | +19.2% |
| 3Y | +150.7% | +56.6% | +94.1% | +49.3% |
| 5Y | +86.6% | +10.9% | +75.7% | +56.2% |
| All | +1,542.6% | +366.0% | +1,176.5% | +423.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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