+1,542.6%
QLD vs SYF
+176.2%
+1,366.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +12.5% | -3.3% | +15.7% | +14.7% |
| 30D | -15.7% | -2.2% | -13.5% | -14.7% |
| 3M | -11.9% | -9.3% | -2.6% | -7.1% |
| 6M | -10.3% | +2.1% | -12.3% | -12.4% |
| YTD | +15.6% | -12.6% | +28.2% | +22.5% |
| 1Y | +12.1% | -3.4% | +15.6% | +11.8% |
| 3Y | +150.7% | +156.5% | -5.8% | +37.1% |
| 5Y | +86.6% | +59.6% | +27.0% | +31.7% |
| All | +1,542.6% | +176.2% | +1,366.4% | +735.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling