+67.2%
QLD vs SRE
+43.0%
+24.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.6% |
| 7D | -10.3% | -9.2% | -1.1% | -5.6% |
| 30D | -26.1% | -1.9% | -24.2% | -25.4% |
| 3M | -17.8% | -6.5% | -11.2% | -15.3% |
| 6M | -15.6% | -15.2% | -0.3% | -8.9% |
| YTD | +5.4% | -9.5% | +14.8% | +8.6% |
| 1Y | +5.2% | -13.2% | +18.4% | +11.2% |
| 3Y | +139.4% | +19.5% | +120.0% | +91.0% |
| All | +67.2% | +43.0% | +24.1% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling