+7,443.4%
QLD vs SU
+237.8%
+7,205.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.8% |
| 7D | -10.3% | -13.4% | +3.2% | -3.6% |
| 30D | -26.1% | +0.9% | -26.9% | -26.7% |
| 3M | -17.8% | +12.8% | -30.5% | -23.4% |
| 6M | -15.6% | +8.3% | -23.8% | -20.6% |
| YTD | +5.4% | +58.2% | -52.8% | -19.4% |
| 1Y | +5.2% | +67.1% | -61.9% | -21.9% |
| 3Y | +139.4% | +125.6% | +13.8% | +49.2% |
| 5Y | +66.7% | +213.6% | -146.9% | -16.6% |
| 10Y | +1,422.1% | +234.7% | +1,187.4% | +539.2% |
| All | +7,443.4% | +237.8% | +7,205.6% | +2,332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling