+7,443.4%
QLD vs SONY
+281.0%
+7,162.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.9% |
| 7D | -10.3% | +6.7% | -17.0% | -15.0% |
| 30D | -26.1% | +14.8% | -40.9% | -33.8% |
| 3M | -17.8% | +16.9% | -34.6% | -27.7% |
| 6M | -15.6% | +30.2% | -45.8% | -32.6% |
| YTD | +5.4% | +5.5% | -0.1% | -2.9% |
| 1Y | +5.2% | -4.6% | +9.8% | +3.8% |
| 3Y | +139.4% | +57.2% | +82.2% | +61.2% |
| 5Y | +66.7% | +12.1% | +54.7% | +47.2% |
| 10Y | +1,422.1% | +361.6% | +1,060.5% | +447.8% |
| All | +7,443.4% | +281.0% | +7,162.5% | +2,496.4% |
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