+1,502.1%
QLD vs STT
+198.3%
+1,303.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.4% |
| 7D | +7.0% | +4.8% | +2.2% | +3.5% |
| 30D | -14.3% | +3.9% | -18.2% | -16.2% |
| 3M | -16.0% | -8.2% | -7.8% | -10.2% |
| 6M | -14.2% | +15.6% | -29.8% | -22.7% |
| YTD | +12.8% | +37.6% | -24.9% | -11.0% |
| 1Y | +14.1% | +50.1% | -36.1% | -15.5% |
| 3Y | +146.0% | +183.1% | -37.1% | +15.1% |
| 5Y | +82.0% | +104.8% | -22.8% | +4.8% |
| All | +1,502.1% | +198.3% | +1,303.9% | +633.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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