+1,646.5%
QLD vs SYY
+94.9%
+1,551.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +3.0% | -2.8% | +5.7% | +4.5% |
| 30D | -1.8% | -5.3% | +3.5% | +1.0% |
| 3M | -1.8% | +5.1% | -6.9% | -5.1% |
| 6M | +36.9% | -5.0% | +41.9% | +38.2% |
| YTD | +28.7% | +10.7% | +18.0% | +18.3% |
| 1Y | +41.9% | +0.7% | +41.2% | +36.8% |
| 3Y | +184.2% | +24.0% | +160.2% | +136.8% |
| 5Y | +122.1% | +19.3% | +102.8% | +95.5% |
| 10Y | +1,646.5% | +96.4% | +1,550.1% | +1,076.8% |
| All | +1,646.5% | +94.9% | +1,551.6% | +1,076.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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