+1,646.5%
QLD vs SPMO
+517.5%
+1,129.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -1.1% |
| 7D | +3.0% | +3.4% | -0.4% | -3.2% |
| 30D | -1.8% | +0.5% | -2.3% | -3.0% |
| 3M | -1.8% | +1.9% | -3.7% | -6.2% |
| 6M | +36.9% | +27.8% | +9.1% | -15.2% |
| YTD | +28.7% | +26.7% | +2.0% | -18.7% |
| 1Y | +41.9% | +28.9% | +13.0% | -12.6% |
| 3Y | +184.2% | +160.7% | +23.5% | -51.4% |
| 5Y | +122.1% | +150.2% | -28.1% | -55.3% |
| 10Y | +1,646.5% | +517.5% | +1,129.0% | +24.7% |
| All | +1,646.5% | +517.5% | +1,129.0% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling