-68.1%
SE vs QLD
+121.5%
-189.6%
-90.5%
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% | -1.1% |
| 7D | -6.1% | +0.6% | -6.7% | -6.5% |
| 30D | -2.5% | -0.1% | -2.3% | -2.7% |
| 3M | +21.7% | -8.4% | +30.1% | +25.8% |
| 6M | +27.0% | +32.2% | -5.2% | -1.5% |
| YTD | -12.1% | +28.9% | -41.0% | -30.8% |
| 1Y | -40.9% | +43.8% | -84.7% | -57.5% |
| 3Y | +191.0% | +176.6% | +14.4% | +9.7% |
| All | -68.1% | +121.5% | -189.6% | -85.9% |
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