+67.2%
QLD vs SPG
+74.6%
-7.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.8% |
| 7D | -10.3% | +4.9% | -15.2% | -13.8% |
| 30D | -26.1% | +15.6% | -41.7% | -35.1% |
| 3M | -17.8% | +4.1% | -21.8% | -21.0% |
| 6M | -15.6% | +13.6% | -29.1% | -26.5% |
| YTD | +5.4% | +27.5% | -22.2% | -18.4% |
| 1Y | +5.2% | +32.2% | -27.0% | -21.5% |
| 3Y | +139.4% | +126.0% | +13.4% | +0.2% |
| All | +67.2% | +74.6% | -7.4% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling