+8,229.2%
QLD vs SU
+238.9%
+7,990.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +3.8% |
| 7D | -1.2% | -4.3% | +3.1% | +1.1% |
| 30D | -15.7% | -6.2% | -9.5% | -13.3% |
| 3M | -10.0% | +9.7% | -19.7% | -14.9% |
| 6M | -11.2% | +7.3% | -18.5% | -16.2% |
| YTD | +16.4% | +58.7% | -42.4% | -11.2% |
| 1Y | +12.7% | +59.7% | -47.1% | -14.4% |
| 3Y | +152.3% | +129.2% | +23.1% | +56.1% |
| 5Y | +91.8% | +223.7% | -131.9% | -5.7% |
| 10Y | +1,520.2% | +235.9% | +1,284.3% | +578.6% |
| All | +8,229.2% | +238.9% | +7,990.3% | +2,580.6% |
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