+67.2%
QLD vs SPYG
+63.1%
+4.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +0.6% |
| 7D | -10.3% | -3.6% | -6.6% | -2.5% |
| 30D | -26.1% | -11.2% | -14.9% | -4.3% |
| 3M | -17.8% | -8.1% | -9.7% | -0.6% |
| 6M | -15.6% | -3.3% | -12.3% | -6.5% |
| YTD | +5.4% | +5.5% | -0.2% | -1.7% |
| 1Y | +5.2% | +7.0% | -1.7% | -4.3% |
| 3Y | +139.4% | +89.5% | +50.0% | -30.4% |
| All | +67.2% | +63.1% | +4.0% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling