-46.2%
SE vs QLD
+10.7%
-56.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.9% |
| 7D | -0.5% | +7.0% | -7.5% | -2.9% |
| 30D | -20.9% | -14.3% | -6.6% | -17.2% |
| 3M | -38.9% | -16.0% | -22.9% | -35.7% |
| 6M | -19.4% | -14.2% | -5.2% | -17.0% |
| YTD | -40.9% | +12.8% | -53.7% | -49.3% |
| 1Y | -46.2% | +14.1% | -60.3% | -54.3% |
| All | -46.2% | +10.7% | -56.8% | -54.3% |
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