+12.1%
QLD vs SONY
-11.5%
+23.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.7% |
| 7D | +12.5% | -3.2% | +15.7% | +12.7% |
| 30D | -15.7% | +9.6% | -25.3% | -17.1% |
| 3M | -11.9% | +13.3% | -25.2% | -14.2% |
| 6M | -10.3% | +20.3% | -30.6% | -13.8% |
| YTD | +15.6% | +4.1% | +11.5% | +18.7% |
| 1Y | +12.1% | -11.9% | +24.0% | +32.8% |
| All | +12.1% | -11.5% | +23.6% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling