+1,649.4%
QLD vs SPYG
+412.6%
+1,236.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.6% |
| 7D | +0.6% | +0.4% | +0.2% | -0.2% |
| 30D | -0.1% | -0.4% | +0.3% | +1.0% |
| 3M | -8.4% | +0.5% | -8.9% | -7.8% |
| 6M | +32.2% | +17.5% | +14.7% | -3.6% |
| YTD | +28.9% | +14.3% | +14.6% | -0.1% |
| 1Y | +43.8% | +21.7% | +22.1% | -1.6% |
| 3Y | +176.6% | +98.6% | +78.0% | -28.2% |
| 5Y | +121.6% | +85.1% | +36.5% | -22.7% |
| All | +1,649.4% | +412.6% | +1,236.8% | -17.7% |
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