+56.4%
SAP vs QLD
+121.5%
-65.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | +9.0% | -0.1% | +9.1% | +9.0% |
| 3M | +14.9% | -8.4% | +23.3% | +16.6% |
| 6M | +11.9% | +32.2% | -20.3% | -1.3% |
| YTD | -9.9% | +28.9% | -38.8% | -19.9% |
| 1Y | -19.5% | +43.8% | -63.4% | -31.6% |
| 3Y | +61.8% | +176.6% | -114.8% | +3.7% |
| All | +56.4% | +121.5% | -65.2% | -1.1% |
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 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