+41.9%
QLD vs SYY
0.0%
+41.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +3.0% | -2.8% | +5.7% | +2.9% |
| 30D | -1.8% | -5.3% | +3.5% | -2.0% |
| 3M | -1.8% | +5.1% | -6.9% | -2.5% |
| 6M | +36.9% | -5.0% | +41.9% | +34.8% |
| YTD | +28.7% | +10.7% | +18.0% | +31.0% |
| 1Y | +41.9% | +0.7% | +41.2% | +41.0% |
| All | +41.9% | 0.0% | +41.9% | +41.0% |
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