+82.1%
QLD vs SONY
+12.1%
+70.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.6% |
| 7D | +7.0% | +0.3% | +6.7% | +6.7% |
| 30D | -14.3% | +11.1% | -25.4% | -22.3% |
| 3M | -16.0% | +14.7% | -30.7% | -26.2% |
| 6M | -14.2% | +18.8% | -33.0% | -28.0% |
| YTD | +12.8% | +5.7% | +7.0% | +3.6% |
| 1Y | +14.1% | -8.1% | +22.1% | +18.8% |
| 3Y | +146.0% | +64.0% | +82.0% | +37.0% |
| All | +82.1% | +12.1% | +70.0% | +51.6% |
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