-78.9%
SE vs QLD
+61.4%
-140.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -12.7% | +7.0% | +3.1% |
| 7D | -1.2% | -18.6% | +17.4% | +13.2% |
| 30D | -21.7% | -28.3% | +6.6% | -2.4% |
| 3M | -34.2% | -20.4% | -13.8% | -24.4% |
| 6M | -10.5% | -14.3% | +3.8% | -6.1% |
| YTD | -40.7% | +2.8% | -43.5% | -46.2% |
| 1Y | -52.1% | -1.2% | -50.8% | -55.3% |
| 3Y | +68.9% | +135.3% | -66.5% | -30.9% |
| 5Y | -78.9% | +62.6% | -141.4% | -88.8% |
| All | -78.9% | +61.4% | -140.3% | -88.8% |
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 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