+9,127.5%
QLD vs SYY
+377.2%
+8,750.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.3% |
| 7D | +0.6% | -2.3% | +2.9% | +2.2% |
| 30D | -0.1% | -4.9% | +4.8% | +3.5% |
| 3M | -8.4% | +8.4% | -16.7% | -14.8% |
| 6M | +32.2% | -7.4% | +39.6% | +36.0% |
| YTD | +28.9% | +11.0% | +17.9% | +14.4% |
| 1Y | +43.8% | -0.2% | +44.1% | +37.2% |
| 3Y | +176.6% | +23.8% | +152.8% | +115.0% |
| 5Y | +121.6% | +18.1% | +103.4% | +83.1% |
| 10Y | +1,652.9% | +94.6% | +1,558.3% | +645.5% |
| All | +9,127.5% | +377.2% | +8,750.2% | +1,372.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling