+91.8%
QLD vs SPY
+74.6%
+17.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +1.3% |
| 7D | -1.2% | -0.9% | -0.3% | +2.0% |
| 30D | -15.7% | -2.4% | -13.4% | -9.2% |
| 3M | -10.0% | -1.2% | -8.9% | -5.7% |
| 6M | -11.2% | +3.3% | -14.5% | -15.1% |
| YTD | +16.4% | +12.3% | +4.1% | -8.6% |
| 1Y | +12.7% | +12.4% | +0.2% | -11.4% |
| 3Y | +152.3% | +78.8% | +73.5% | -33.0% |
| 5Y | +91.8% | +75.2% | +16.6% | -35.7% |
| All | +91.8% | +74.6% | +17.1% | -35.7% |
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