+139.4%
QLD vs STT
+165.4%
-25.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -10.3% | -2.5% | -7.8% | -7.9% |
| 30D | -26.1% | -5.0% | -21.1% | -22.4% |
| 3M | -17.8% | -10.5% | -7.3% | -9.6% |
| 6M | -15.6% | +10.0% | -25.6% | -22.0% |
| YTD | +5.4% | +30.7% | -25.3% | -16.7% |
| 1Y | +5.2% | +43.8% | -38.5% | -23.6% |
| 3Y | +139.4% | +168.1% | -28.6% | +10.2% |
| All | +139.4% | +165.4% | -25.9% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling