+81.1%
QLD vs SPG
+81.6%
-0.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +5.1% |
| 7D | -1.4% | +5.1% | -6.5% | -5.3% |
| 30D | -19.6% | +16.8% | -36.4% | -29.9% |
| 3M | -14.1% | +5.7% | -19.8% | -18.5% |
| 6M | -13.6% | +17.8% | -31.4% | -27.1% |
| YTD | +12.5% | +30.1% | -17.6% | -14.2% |
| 1Y | +13.1% | +32.8% | -19.6% | -15.6% |
| 3Y | +154.7% | +137.2% | +17.5% | +1.8% |
| 5Y | +81.1% | +81.5% | -0.4% | -10.7% |
| All | +81.1% | +81.6% | -0.6% | -10.7% |
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