+228.4%
SAP vs QLD
+1,338.5%
-1,110.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -12.7% | +14.2% | +6.0% |
| 7D | +4.0% | -18.6% | +22.6% | +11.3% |
| 30D | +15.7% | -28.3% | +44.0% | +29.2% |
| 3M | +23.4% | -20.4% | +43.8% | +32.3% |
| 6M | +41.3% | -14.3% | +55.5% | +44.0% |
| YTD | +2.0% | +2.8% | -0.8% | -3.5% |
| 1Y | -5.1% | -1.2% | -3.9% | -9.1% |
| 3Y | +82.1% | +135.3% | -53.2% | +19.4% |
| 5Y | +77.2% | +62.6% | +14.6% | +25.2% |
| All | +228.4% | +1,338.5% | -1,110.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling