+9,127.5%
QLD vs SRE
+644.7%
+8,482.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.9% |
| 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% | -4.7% |
| 6M | +32.2% | -10.7% | +42.9% | +42.1% |
| YTD | +28.9% | -3.5% | +32.4% | +28.7% |
| 1Y | +43.8% | +5.3% | +38.5% | +32.3% |
| 3Y | +176.6% | +31.8% | +144.8% | +94.4% |
| 5Y | +121.6% | +47.4% | +74.2% | +39.3% |
| 10Y | +1,652.9% | +120.6% | +1,532.4% | +563.8% |
| All | +9,127.5% | +644.7% | +8,482.8% | +875.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling