+1,418.0%
QLD vs SRE
+110.3%
+1,307.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.3% |
| 7D | -1.4% | -8.4% | +6.9% | +4.2% |
| 30D | -19.6% | -3.2% | -16.4% | -18.0% |
| 3M | -14.1% | -5.3% | -8.8% | -11.8% |
| 6M | -13.6% | -12.6% | -1.0% | -7.4% |
| YTD | +12.5% | -8.8% | +21.3% | +16.4% |
| 1Y | +13.1% | -13.4% | +26.6% | +21.1% |
| 3Y | +154.7% | +24.4% | +130.3% | +102.3% |
| 5Y | +81.1% | +47.3% | +33.8% | +28.5% |
| 10Y | +1,418.0% | +116.7% | +1,301.3% | +806.0% |
| All | +1,418.0% | +110.3% | +1,307.7% | +806.0% |
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