+7,256.1%
QLD vs SPG
+622.4%
+6,633.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.9% | -11.9% | -12.2% |
| 7D | -18.6% | +5.0% | -23.6% | -20.8% |
| 30D | -28.3% | +12.3% | -40.6% | -33.1% |
| 3M | -20.4% | +1.9% | -22.2% | -21.6% |
| 6M | -14.3% | +14.4% | -28.7% | -21.8% |
| YTD | +2.8% | +26.5% | -23.7% | -11.7% |
| 1Y | -1.2% | +30.7% | -31.9% | -16.8% |
| 3Y | +135.3% | +122.6% | +12.7% | +46.6% |
| 5Y | +62.6% | +73.3% | -10.7% | +18.8% |
| 10Y | +1,384.3% | +111.1% | +1,273.2% | +706.2% |
| All | +7,256.1% | +622.4% | +6,633.8% | +1,481.3% |
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