+75.1%
SAP vs QLD
+140.3%
-65.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.7% | -4.8% |
| 7D | -0.7% | -10.3% | +9.6% | +1.8% |
| 30D | +11.1% | -26.1% | +37.2% | +19.8% |
| 3M | +17.0% | -17.8% | +34.8% | +22.2% |
| 6M | +34.8% | -15.6% | +50.4% | +36.8% |
| YTD | -2.2% | +5.4% | -7.6% | -8.9% |
| 1Y | -6.4% | +5.2% | -11.7% | -13.1% |
| 3Y | +75.1% | +139.4% | -64.3% | +11.6% |
| All | +75.1% | +140.3% | -65.2% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling