+176.1%
QLD vs SPMO
+160.5%
+15.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | -2.3% |
| 7D | +0.6% | +2.0% | -1.4% | -2.8% |
| 30D | -0.1% | -0.4% | +0.2% | +0.4% |
| 3M | -8.4% | -1.9% | -6.5% | -5.7% |
| 6M | +32.2% | +25.0% | +7.2% | -13.5% |
| YTD | +28.9% | +26.0% | +2.9% | -16.7% |
| 1Y | +43.8% | +28.7% | +15.2% | -10.0% |
| All | +176.1% | +160.5% | +15.6% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling