+1,631.1%
QLD vs SPG
+60.3%
+1,570.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +0.6% | -2.4% | +3.0% | +1.7% |
| 30D | -0.1% | -6.8% | +6.7% | +3.1% |
| 3M | -8.4% | +2.7% | -11.0% | -10.2% |
| 6M | +32.2% | +5.5% | +26.8% | +27.9% |
| YTD | +28.9% | +15.7% | +13.2% | +19.3% |
| 1Y | +43.8% | +20.9% | +23.0% | +30.1% |
| 3Y | +176.6% | +112.4% | +64.2% | +96.4% |
| 5Y | +121.6% | +101.4% | +20.2% | +63.1% |
| All | +1,631.1% | +60.3% | +1,570.8% | +1,595.3% |
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