+8.4%
QLD vs SPMO
+9.2%
-0.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.4% | +2.4% | +0.5% |
| 7D | -1.4% | -1.9% | +0.5% | +1.9% |
| 30D | -19.6% | -14.1% | -5.5% | +0.4% |
| 3M | -14.1% | -13.1% | -1.1% | +5.5% |
| 6M | -13.6% | -9.4% | -4.2% | -0.6% |
| YTD | +12.5% | +9.5% | +3.0% | -4.1% |
| All | +8.4% | +9.2% | -0.8% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling