+5.2%
QLD vs SYF
+0.3%
+5.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.7% |
| 7D | -10.3% | -2.1% | -8.1% | -9.4% |
| 30D | -26.1% | +2.5% | -28.6% | -26.8% |
| 3M | -17.8% | -6.3% | -11.5% | -15.5% |
| 6M | -15.6% | -1.5% | -14.1% | -15.6% |
| YTD | +5.4% | -10.5% | +15.9% | +5.2% |
| 1Y | +5.2% | +1.5% | +3.7% | -3.2% |
| All | +5.2% | +0.3% | +5.0% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling