+1,418.0%
QLD vs SONY
+376.6%
+1,041.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.6% |
| 7D | -1.4% | +6.1% | -7.5% | -7.1% |
| 30D | -19.6% | +12.2% | -31.8% | -28.1% |
| 3M | -14.1% | +15.3% | -29.5% | -25.6% |
| 6M | -13.6% | +34.3% | -47.9% | -36.1% |
| YTD | +12.5% | +5.7% | +6.8% | +1.8% |
| 1Y | +13.1% | -2.3% | +15.5% | +9.4% |
| 3Y | +154.7% | +67.1% | +87.6% | +42.6% |
| 5Y | +81.1% | +13.0% | +68.1% | +49.3% |
| 10Y | +1,418.0% | +372.1% | +1,045.9% | +373.9% |
| All | +1,418.0% | +376.6% | +1,041.3% | +373.9% |
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