+146.0%
QLD vs SYF
+159.4%
-13.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.9% |
| 7D | +7.0% | -2.0% | +9.0% | +8.2% |
| 30D | -14.3% | +1.2% | -15.5% | -15.0% |
| 3M | -16.0% | -9.4% | -6.6% | -11.5% |
| 6M | -14.2% | +4.4% | -18.7% | -17.4% |
| YTD | +12.8% | -11.9% | +24.7% | +18.8% |
| 1Y | +14.1% | -0.4% | +14.5% | +11.1% |
| 3Y | +146.0% | +159.6% | -13.6% | +67.0% |
| All | +146.0% | +159.4% | -13.4% | +67.0% |
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