+146.0%
QLD vs SYY
+24.4%
+121.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.6% |
| 7D | +7.0% | +0.3% | +6.7% | +7.0% |
| 30D | -14.3% | -4.8% | -9.5% | -13.9% |
| 3M | -16.0% | -7.1% | -8.9% | -15.3% |
| 6M | -14.2% | +6.8% | -21.0% | -16.3% |
| YTD | +12.8% | +7.7% | +5.1% | +9.0% |
| 1Y | +14.1% | +5.7% | +8.4% | +10.6% |
| 3Y | +146.0% | +24.6% | +121.4% | +113.6% |
| All | +146.0% | +24.4% | +121.5% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling