+70.1%
SE vs QLD
+134.4%
-64.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -12.7% | +7.0% | +0.2% |
| 7D | -1.2% | -18.6% | +17.4% | +8.2% |
| 30D | -21.7% | -28.3% | +6.6% | -9.2% |
| 3M | -34.2% | -20.4% | -13.8% | -27.6% |
| 6M | -10.5% | -14.3% | +3.8% | -7.3% |
| YTD | -40.7% | +2.8% | -43.5% | -44.5% |
| 1Y | -52.1% | -1.2% | -50.8% | -54.3% |
| All | +70.1% | +134.4% | -64.3% | +41.8% |
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