+70.3%
SE vs QLD
+140.3%
-70.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -1.0% |
| 7D | +2.0% | -10.3% | +12.3% | +6.9% |
| 30D | -20.0% | -26.1% | +6.1% | -8.6% |
| 3M | -31.8% | -17.8% | -14.0% | -26.1% |
| 6M | -15.9% | -15.6% | -0.3% | -12.1% |
| YTD | -40.6% | +5.4% | -46.0% | -45.1% |
| 1Y | -50.7% | +5.2% | -55.9% | -54.4% |
| 3Y | +70.3% | +139.4% | -69.2% | +40.4% |
| All | +70.3% | +140.3% | -70.0% | +40.4% |
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 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