+9,127.5%
QLD vs SUI
+1,125.4%
+8,002.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.6% |
| 7D | +0.6% | -2.8% | +3.4% | +2.5% |
| 30D | -0.1% | -1.2% | +1.0% | +0.5% |
| 3M | -8.4% | -1.7% | -6.6% | -8.8% |
| 6M | +32.2% | -10.5% | +42.7% | +39.9% |
| YTD | +28.9% | -1.8% | +30.7% | +27.3% |
| 1Y | +43.8% | -4.1% | +47.9% | +43.4% |
| 3Y | +176.6% | +11.3% | +165.3% | +135.2% |
| 5Y | +121.6% | -32.1% | +153.7% | +172.1% |
| 10Y | +1,652.9% | +110.4% | +1,542.5% | +839.7% |
| All | +9,127.5% | +1,125.4% | +8,002.1% | +1,214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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