+62.6%
QLD vs SPY
+67.0%
-4.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.4% | -8.3% | -1.5% |
| 7D | -18.6% | -4.7% | -13.8% | -7.1% |
| 30D | -28.3% | -5.9% | -22.4% | -15.2% |
| 3M | -20.4% | -4.5% | -15.8% | -9.0% |
| 6M | -14.3% | +1.8% | -16.1% | -14.9% |
| YTD | +2.8% | +8.3% | -5.6% | -11.7% |
| 1Y | -1.2% | +9.3% | -10.6% | -16.7% |
| 3Y | +135.3% | +74.9% | +60.5% | -34.0% |
| 5Y | +62.6% | +67.3% | -4.7% | -39.2% |
| All | +62.6% | +67.0% | -4.4% | -39.2% |
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