+133.5%
QLD vs SPG
+122.7%
+10.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.9% | -11.9% | -12.2% |
| 7D | -18.6% | +5.0% | -23.6% | -20.9% |
| 30D | -28.3% | +12.3% | -40.6% | -33.3% |
| 3M | -20.4% | +1.9% | -22.2% | -21.4% |
| 6M | -14.3% | +14.4% | -28.7% | -23.1% |
| YTD | +2.8% | +26.5% | -23.7% | -15.0% |
| 1Y | -1.2% | +30.7% | -31.9% | -20.5% |
| All | +133.5% | +122.7% | +10.8% | +36.9% |
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 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