+12.7%
QLD vs SPG
+33.6%
-20.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | -1.2% | +2.7% | -3.9% | -1.0% |
| 30D | -15.7% | +16.6% | -32.3% | -14.3% |
| 3M | -10.0% | +8.1% | -18.1% | -8.8% |
| 6M | -11.2% | +19.3% | -30.6% | -13.2% |
| YTD | +16.4% | +31.1% | -14.7% | +11.7% |
| 1Y | +12.7% | +32.8% | -20.1% | +8.4% |
| All | +12.7% | +33.6% | -20.9% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling