+7.1%
QLD vs STT
+48.0%
-40.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.6% |
| 7D | -3.8% | +1.1% | -4.9% | -4.1% |
| 30D | -20.5% | -1.9% | -18.6% | -19.0% |
| 3M | -14.6% | -7.6% | -7.1% | -9.7% |
| 6M | -14.7% | +16.0% | -30.6% | -22.7% |
| YTD | +11.2% | +36.2% | -25.0% | -12.6% |
| 1Y | +7.1% | +46.8% | -39.7% | -21.3% |
| All | +7.1% | +48.0% | -40.9% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling