+9,127.5%
QLD vs SPG
+560.7%
+8,566.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.9% |
| 7D | +0.6% | -2.4% | +3.0% | +1.9% |
| 30D | -0.1% | -6.8% | +6.7% | +3.9% |
| 3M | -8.4% | +2.7% | -11.0% | -10.6% |
| 6M | +32.2% | +5.5% | +26.8% | +26.9% |
| YTD | +28.9% | +15.7% | +13.2% | +17.0% |
| 1Y | +43.8% | +20.9% | +23.0% | +26.8% |
| 3Y | +176.6% | +112.4% | +64.2% | +77.6% |
| 5Y | +121.6% | +101.4% | +20.2% | +50.0% |
| 10Y | +1,652.9% | +60.6% | +1,592.3% | +1,032.8% |
| All | +9,127.5% | +560.7% | +8,566.7% | +1,994.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling