+7,443.4%
QLD vs SYY
+361.5%
+7,081.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.4% | +1.0% |
| 7D | -10.3% | -7.3% | -3.0% | -5.6% |
| 30D | -26.1% | +0.1% | -26.2% | -26.8% |
| 3M | -17.8% | -8.2% | -9.5% | -13.6% |
| 6M | -15.6% | +6.3% | -21.8% | -21.5% |
| YTD | +5.4% | +7.3% | -1.9% | -5.3% |
| 1Y | +5.2% | +8.5% | -3.2% | -6.7% |
| 3Y | +139.4% | +24.9% | +114.5% | +82.5% |
| 5Y | +66.7% | +8.0% | +58.7% | +46.1% |
| 10Y | +1,422.1% | +107.2% | +1,314.9% | +489.6% |
| All | +7,443.4% | +361.5% | +7,081.9% | +1,118.5% |
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 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