+40.3%
QLD vs SU
+74.8%
-34.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.3% |
| 7D | +1.9% | +1.6% | +0.3% | +2.2% |
| 30D | -1.8% | +10.7% | -12.5% | 0.0% |
| 3M | -0.1% | +13.5% | -13.6% | +2.7% |
| 6M | +32.6% | +21.8% | +10.7% | +33.2% |
| YTD | +27.9% | +58.8% | -30.9% | +26.7% |
| 1Y | +40.3% | +72.0% | -31.8% | +37.1% |
| All | +40.3% | +74.8% | -34.5% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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