+1,450.1%
QLD vs STT
+198.3%
+1,251.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -3.8% | +1.1% | -4.9% | -4.2% |
| 30D | -20.5% | -1.9% | -18.6% | -18.9% |
| 3M | -14.6% | -7.6% | -7.1% | -9.2% |
| 6M | -14.7% | +16.0% | -30.6% | -23.3% |
| YTD | +11.2% | +36.2% | -25.0% | -11.5% |
| 1Y | +7.1% | +46.8% | -39.7% | -19.4% |
| 3Y | +141.1% | +177.8% | -36.7% | +14.5% |
| 5Y | +84.3% | +105.8% | -21.6% | +5.9% |
| 10Y | +1,450.1% | +197.6% | +1,252.5% | +628.3% |
| All | +1,450.1% | +198.3% | +1,251.8% | +628.3% |
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