-5.1%
SAP vs QLD
+10.7%
-15.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +0.5% |
| 7D | +0.6% | +7.0% | -6.4% | +0.3% |
| 30D | +6.5% | -14.3% | +20.9% | +7.4% |
| 3M | +12.2% | -16.0% | +28.2% | +13.2% |
| 6M | +46.1% | -14.2% | +60.3% | +46.4% |
| YTD | -1.6% | +12.8% | -14.4% | -10.2% |
| 1Y | -5.1% | +14.1% | -19.2% | -13.8% |
| All | -5.1% | +10.7% | -15.8% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling