+62.6%
QLD vs STT
+97.1%
-34.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.7% | -8.0% | -8.7% |
| 7D | -18.6% | -4.9% | -13.7% | -14.6% |
| 30D | -28.3% | -6.0% | -22.3% | -24.0% |
| 3M | -20.4% | -11.7% | -8.7% | -11.4% |
| 6M | -14.3% | +11.7% | -26.0% | -21.8% |
| YTD | +2.8% | +30.4% | -27.7% | -18.4% |
| 1Y | -1.2% | +43.9% | -45.2% | -27.9% |
| 3Y | +135.3% | +165.4% | -30.1% | +1.6% |
| 5Y | +62.6% | +101.0% | -38.4% | -18.5% |
| All | +62.6% | +97.1% | -34.5% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling