-17.4%
QLD vs SPCH
-56.4%
+39.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.9% | +9.5% | +5.4% |
| 7D | -1.2% | +3.4% | -4.6% | -1.9% |
| 30D | -15.7% | -31.3% | +15.6% | -12.6% |
| 3M | -10.0% | -4.0% | -6.0% | -10.3% |
| All | -17.4% | -56.4% | +39.0% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 SPCH 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 · Available span rolling