+121.0%
QLD vs SPMO
+147.4%
-26.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | -2.6% |
| 7D | +0.6% | +2.0% | -1.4% | -3.1% |
| 30D | -0.1% | -0.4% | +0.2% | +0.4% |
| 3M | -8.4% | -1.9% | -6.5% | -5.9% |
| 6M | +32.2% | +25.0% | +7.2% | -15.9% |
| YTD | +28.9% | +26.0% | +2.9% | -19.1% |
| 1Y | +43.8% | +28.7% | +15.2% | -12.8% |
| 3Y | +176.6% | +160.9% | +15.7% | -58.3% |
| All | +121.0% | +147.4% | -26.4% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling