+67.2%
QLD vs SPY
+67.4%
-0.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +1.7% |
| 7D | -10.3% | -2.7% | -7.6% | -3.2% |
| 30D | -26.1% | -5.4% | -20.7% | -13.8% |
| 3M | -17.8% | -4.1% | -13.7% | -7.1% |
| 6M | -15.6% | +0.7% | -16.3% | -14.0% |
| YTD | +5.4% | +8.7% | -3.3% | -10.2% |
| 1Y | +5.2% | +10.9% | -5.6% | -14.3% |
| 3Y | +139.4% | +75.0% | +64.5% | -33.0% |
| All | +67.2% | +67.4% | -0.2% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling