+1,418.0%
QLD vs SPYG
+401.0%
+1,017.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +1.1% |
| 7D | -1.4% | 0.0% | -1.4% | -0.8% |
| 30D | -19.6% | -8.4% | -11.2% | -2.1% |
| 3M | -14.1% | -6.2% | -7.9% | -0.1% |
| 6M | -13.6% | -1.8% | -11.9% | -7.3% |
| YTD | +12.5% | +8.4% | +4.2% | -1.0% |
| 1Y | +13.1% | +10.1% | +3.1% | -3.3% |
| 3Y | +154.7% | +94.9% | +59.8% | -30.8% |
| 5Y | +81.1% | +68.5% | +12.6% | -22.1% |
| 10Y | +1,418.0% | +392.2% | +1,025.8% | -25.7% |
| All | +1,418.0% | +401.0% | +1,017.0% | -25.7% |
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