+122.1%
QLD vs SU
+343.5%
-221.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +3.0% | -1.0% | +3.9% | +3.3% |
| 30D | -1.8% | +13.7% | -15.5% | -6.1% |
| 3M | -1.8% | +8.0% | -9.8% | -5.0% |
| 6M | +36.9% | +21.0% | +15.9% | +25.3% |
| YTD | +28.7% | +56.2% | -27.6% | +6.1% |
| 1Y | +41.9% | +72.2% | -30.3% | +12.1% |
| 3Y | +184.2% | +118.1% | +66.1% | +101.5% |
| 5Y | +122.1% | +350.3% | -228.2% | +22.5% |
| All | +122.1% | +343.5% | -221.4% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling