+154.7%
QLD vs SPG
+132.9%
+21.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +5.6% |
| 7D | -1.4% | +5.1% | -6.5% | -4.1% |
| 30D | -19.6% | +16.8% | -36.4% | -26.9% |
| 3M | -14.1% | +5.7% | -19.8% | -17.0% |
| 6M | -13.6% | +17.8% | -31.4% | -23.8% |
| YTD | +12.5% | +30.1% | -17.6% | -8.5% |
| 1Y | +13.1% | +32.8% | -19.6% | -9.6% |
| 3Y | +154.7% | +137.2% | +17.5% | +40.2% |
| All | +154.7% | +132.9% | +21.8% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling