+74.6%
SAP vs QLD
+81.6%
-7.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | +1.5% | -3.8% | +5.3% | +2.2% |
| 30D | +8.8% | -20.5% | +29.4% | +16.1% |
| 3M | +12.1% | -14.6% | +26.7% | +16.5% |
| 6M | +34.6% | -14.7% | +49.2% | +37.4% |
| YTD | -2.1% | +11.2% | -13.3% | -9.7% |
| 1Y | -5.5% | +7.1% | -12.6% | -11.9% |
| 3Y | +67.4% | +141.1% | -73.7% | +11.4% |
| 5Y | +74.6% | +84.3% | -9.7% | +16.0% |
| All | +74.6% | +81.6% | -7.0% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling