-5.1%
SAP vs QLD
+0.3%
-5.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -12.7% | +14.2% | +2.2% |
| 7D | +4.0% | -18.6% | +22.6% | +5.2% |
| 30D | +15.7% | -28.3% | +44.0% | +18.2% |
| 3M | +23.4% | -20.4% | +43.8% | +24.8% |
| 6M | +41.3% | -14.3% | +55.5% | +37.5% |
| YTD | +2.0% | +2.8% | -0.8% | -6.3% |
| 1Y | -5.1% | -1.2% | -3.9% | -12.1% |
| All | -5.1% | +0.3% | -5.4% | -12.1% |
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