-50.5%
SE vs QLD
+8.6%
-59.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | 0.0% | -3.8% | +3.8% | +1.2% |
| 30D | -19.4% | -20.5% | +1.2% | -13.2% |
| 3M | -33.1% | -14.6% | -18.5% | -29.9% |
| 6M | -11.4% | -14.7% | +3.2% | -8.9% |
| YTD | -39.8% | +11.2% | -51.0% | -48.1% |
| 1Y | -50.5% | +7.1% | -57.6% | -56.4% |
| All | -50.5% | +8.6% | -59.0% | -56.4% |
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