+1,628.2%
QLD vs SRE
+117.4%
+1,510.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.7% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | -0.1% | -0.7% | +0.6% | -0.2% |
| 3M | -8.4% | -6.3% | -2.1% | -5.6% |
| 6M | +32.2% | -10.7% | +42.9% | +39.7% |
| YTD | +28.9% | -3.5% | +32.4% | +28.9% |
| 1Y | +43.8% | +5.3% | +38.5% | +35.3% |
| 3Y | +176.6% | +31.8% | +144.8% | +112.2% |
| 5Y | +121.6% | +47.4% | +74.2% | +58.5% |
| All | +1,628.2% | +117.4% | +1,510.8% | +923.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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