+139.4%
QLD vs SYY
+24.3%
+115.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.4% | +2.2% |
| 7D | -10.3% | -7.3% | -3.0% | -9.5% |
| 30D | -26.1% | +0.1% | -26.2% | -26.3% |
| 3M | -17.8% | -8.2% | -9.5% | -16.9% |
| 6M | -15.6% | +6.3% | -21.8% | -17.6% |
| YTD | +5.4% | +7.3% | -1.9% | +1.8% |
| 1Y | +5.2% | +8.5% | -3.2% | +1.1% |
| 3Y | +139.4% | +24.9% | +114.5% | +99.2% |
| All | +139.4% | +24.3% | +115.1% | +99.2% |
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