+121.0%
QLD vs SONY
+16.3%
+104.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.6% |
| 7D | +0.6% | -1.2% | +1.7% | +1.4% |
| 30D | -0.1% | +9.4% | -9.6% | -7.4% |
| 3M | -8.4% | +10.5% | -18.8% | -16.9% |
| 6M | +32.2% | +11.7% | +20.5% | +17.7% |
| YTD | +28.9% | -4.1% | +33.0% | +30.1% |
| 1Y | +43.8% | -11.8% | +55.6% | +54.7% |
| 3Y | +176.6% | +45.9% | +130.7% | +74.5% |
| All | +121.0% | +16.3% | +104.7% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling