+1,351.8%
QLD vs SRE
+108.6%
+1,243.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.8% |
| 7D | -10.3% | -9.2% | -1.1% | -4.7% |
| 30D | -26.1% | -1.9% | -24.2% | -25.3% |
| 3M | -17.8% | -6.5% | -11.2% | -14.8% |
| 6M | -15.6% | -15.2% | -0.3% | -7.7% |
| YTD | +5.4% | -9.5% | +14.8% | +9.4% |
| 1Y | +5.2% | -13.2% | +18.4% | +12.3% |
| 3Y | +139.4% | +19.5% | +120.0% | +95.9% |
| 5Y | +66.7% | +43.6% | +23.1% | +20.6% |
| All | +1,351.8% | +108.6% | +1,243.2% | +812.9% |
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