+82.1%
QLD vs SPG
+84.0%
-1.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.2% |
| 7D | +7.0% | +2.0% | +5.0% | +5.3% |
| 30D | -14.3% | +17.2% | -31.6% | -25.6% |
| 3M | -16.0% | +6.3% | -22.3% | -20.7% |
| 6M | -14.2% | +18.7% | -32.9% | -28.0% |
| YTD | +12.8% | +30.1% | -17.3% | -14.1% |
| 1Y | +14.1% | +32.8% | -18.7% | -14.9% |
| 3Y | +146.0% | +133.6% | +12.4% | -0.1% |
| All | +82.1% | +84.0% | -1.9% | -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