+235.4%
SAP vs QLD
+1,508.4%
-1,273.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -3.9% | +12.5% | -16.4% | -8.0% |
| 30D | +6.5% | -15.7% | +22.2% | +12.1% |
| 3M | +14.7% | -11.9% | +26.6% | +18.4% |
| 6M | +39.9% | -10.3% | +50.2% | +40.5% |
| YTD | -2.0% | +15.6% | -17.6% | -11.2% |
| 1Y | -6.0% | +12.1% | -18.1% | -14.0% |
| 3Y | +67.7% | +150.7% | -83.0% | +7.6% |
| 5Y | +78.8% | +86.6% | -7.8% | +20.0% |
| All | +235.4% | +1,508.4% | -1,273.0% | -14.4% |
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