+62.6%
QLD vs SYF
+69.6%
-7.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.3% | -11.4% | -11.9% |
| 7D | -18.6% | -3.8% | -14.8% | -16.4% |
| 30D | -28.3% | +2.6% | -30.9% | -29.6% |
| 3M | -20.4% | -6.5% | -13.8% | -17.0% |
| 6M | -14.3% | +0.8% | -15.1% | -16.1% |
| YTD | +2.8% | -10.1% | +12.9% | +7.7% |
| 1Y | -1.2% | +0.8% | -2.1% | -4.8% |
| 3Y | +135.3% | +158.8% | -23.5% | +7.1% |
| 5Y | +62.6% | +67.5% | -4.9% | -7.2% |
| All | +62.6% | +69.6% | -7.0% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling