+9,127.5%
QLD vs SONY
+246.5%
+8,880.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.5% |
| 7D | +0.6% | -1.2% | +1.7% | +1.3% |
| 30D | -0.1% | +9.4% | -9.6% | -6.6% |
| 3M | -8.4% | +10.5% | -18.8% | -15.9% |
| 6M | +32.2% | +11.7% | +20.5% | +19.5% |
| YTD | +28.9% | -4.1% | +33.0% | +29.0% |
| 1Y | +43.8% | -11.8% | +55.6% | +51.8% |
| 3Y | +176.6% | +45.9% | +130.7% | +99.6% |
| 5Y | +121.6% | +16.3% | +105.3% | +93.7% |
| 10Y | +1,652.9% | +297.6% | +1,355.3% | +608.2% |
| All | +9,127.5% | +246.5% | +8,880.9% | +3,349.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling