+1,351.8%
QLD vs SPY
+312.9%
+1,039.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +1.8% |
| 7D | -10.3% | -2.7% | -7.6% | -3.7% |
| 30D | -26.1% | -5.4% | -20.7% | -14.8% |
| 3M | -17.8% | -4.1% | -13.7% | -7.9% |
| 6M | -15.6% | +0.7% | -16.3% | -13.9% |
| YTD | +5.4% | +8.7% | -3.3% | -8.8% |
| 1Y | +5.2% | +10.9% | -5.6% | -12.7% |
| 3Y | +139.4% | +75.0% | +64.5% | -23.7% |
| 5Y | +66.7% | +67.8% | -1.1% | -31.8% |
| All | +1,351.8% | +312.9% | +1,039.0% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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