+1,418.0%
QLD vs SYY
+92.1%
+1,325.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +5.8% |
| 7D | -1.4% | -4.1% | +2.7% | +0.5% |
| 30D | -19.6% | +0.3% | -19.9% | -20.2% |
| 3M | -14.1% | -6.3% | -7.8% | -11.8% |
| 6M | -13.6% | +9.7% | -23.3% | -19.4% |
| YTD | +12.5% | +9.4% | +3.1% | +3.3% |
| 1Y | +13.1% | +7.3% | +5.9% | +4.8% |
| 3Y | +154.7% | +27.6% | +127.1% | +107.1% |
| 5Y | +81.1% | +12.5% | +68.5% | +63.4% |
| 10Y | +1,418.0% | +87.4% | +1,330.6% | +922.4% |
| All | +1,418.0% | +92.1% | +1,325.9% | +922.4% |
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