+1,646.5%
QLD vs SONY
+271.8%
+1,374.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +3.4% |
| 7D | +3.0% | -5.2% | +8.1% | +7.5% |
| 30D | -1.8% | +0.3% | -2.1% | -2.6% |
| 3M | -1.8% | +6.2% | -8.0% | -8.9% |
| 6M | +36.9% | +9.5% | +27.3% | +22.6% |
| YTD | +28.7% | -8.1% | +36.8% | +33.4% |
| 1Y | +41.9% | -17.9% | +59.8% | +61.3% |
| 3Y | +184.2% | +41.5% | +142.7% | +87.3% |
| 5Y | +122.1% | +11.8% | +110.3% | +86.1% |
| 10Y | +1,646.5% | +275.4% | +1,371.1% | +556.0% |
| All | +1,646.5% | +271.8% | +1,374.7% | +556.0% |
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