+153.8%
QLD vs SRE
+22.5%
+131.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | -1.2% | -5.6% | +4.5% | +0.8% |
| 30D | -15.7% | -4.5% | -11.2% | -14.5% |
| 3M | -10.0% | -7.7% | -2.3% | -7.9% |
| 6M | -11.2% | -14.4% | +3.2% | -7.0% |
| YTD | +16.4% | -9.4% | +25.7% | +18.4% |
| 1Y | +12.7% | -13.8% | +26.5% | +17.2% |
| All | +153.8% | +22.5% | +131.3% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling