+1,542.6%
QLD vs SPYG
+397.7%
+1,144.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.1% |
| 7D | +12.5% | +4.2% | +8.3% | +3.3% |
| 30D | -15.7% | -7.4% | -8.3% | +0.4% |
| 3M | -11.9% | -5.3% | -6.6% | +0.4% |
| 6M | -10.3% | -1.2% | -9.1% | -4.9% |
| YTD | +15.6% | +9.0% | +6.6% | +0.6% |
| 1Y | +12.1% | +8.8% | +3.3% | -1.8% |
| 3Y | +150.7% | +92.8% | +57.9% | -30.2% |
| 5Y | +86.6% | +69.3% | +17.3% | -20.4% |
| All | +1,542.6% | +397.7% | +1,144.9% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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