+139.4%
QLD vs SYF
+158.5%
-19.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.8% |
| 7D | -10.3% | -2.1% | -8.1% | -9.1% |
| 30D | -26.1% | +2.5% | -28.6% | -27.2% |
| 3M | -17.8% | -6.3% | -11.5% | -14.9% |
| 6M | -15.6% | -1.5% | -14.1% | -15.9% |
| YTD | +5.4% | -10.5% | +15.9% | +10.1% |
| 1Y | +5.2% | +1.5% | +3.7% | +1.5% |
| 3Y | +139.4% | +163.3% | -23.8% | +58.8% |
| All | +139.4% | +158.5% | -19.1% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling