+9,127.5%
QLD vs SPY
+797.0%
+8,330.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +1.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | -0.1% | +0.1% | -0.2% | -0.1% |
| 3M | -8.4% | +2.0% | -10.4% | -10.4% |
| 6M | +32.2% | +13.0% | +19.2% | +5.4% |
| YTD | +28.9% | +13.5% | +15.4% | +2.3% |
| 1Y | +43.8% | +20.0% | +23.9% | +2.8% |
| 3Y | +176.6% | +77.2% | +99.4% | -2.6% |
| 5Y | +121.6% | +81.9% | +39.7% | -13.3% |
| 10Y | +1,652.9% | +314.1% | +1,338.9% | +74.8% |
| All | +9,127.5% | +797.0% | +8,330.5% | +190.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling