+8.4%
QLD vs SYY
+7.3%
+1.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +6.8% |
| 7D | -1.4% | -4.1% | +2.7% | -1.8% |
| 30D | -19.6% | +0.3% | -19.9% | -19.8% |
| 3M | -14.1% | -6.3% | -7.8% | -14.3% |
| 6M | -13.6% | +9.7% | -23.3% | -15.5% |
| YTD | +12.5% | +9.4% | +3.1% | +14.1% |
| All | +8.4% | +7.3% | +1.1% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling