+1,542.6%
QLD vs SPG
+114.5%
+1,428.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.4% |
| 7D | +12.5% | +3.1% | +9.4% | +11.0% |
| 30D | -15.7% | +16.4% | -32.1% | -21.4% |
| 3M | -11.9% | +7.1% | -19.0% | -14.8% |
| 6M | -10.3% | +16.1% | -26.3% | -17.0% |
| YTD | +15.6% | +30.4% | -14.8% | +1.2% |
| 1Y | +12.1% | +33.0% | -20.8% | -2.8% |
| 3Y | +150.7% | +134.6% | +16.0% | +69.8% |
| 5Y | +86.6% | +84.9% | +1.7% | +38.9% |
| All | +1,542.6% | +114.5% | +1,428.0% | +1,232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling