+393.2%
SE vs QLD
+899.8%
-506.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.6% | +3.2% |
| 7D | +6.7% | -9.4% | +16.1% | +13.4% |
| 30D | -17.2% | -17.1% | -0.1% | -7.2% |
| 3M | -28.0% | -10.4% | -17.6% | -23.8% |
| 6M | -6.1% | +0.7% | -6.9% | -10.8% |
| YTD | -37.1% | +17.7% | -54.9% | -46.5% |
| 1Y | -48.8% | +14.7% | -63.4% | -55.7% |
| 3Y | +79.0% | +169.6% | -90.6% | -20.0% |
| 5Y | -77.5% | +86.7% | -164.2% | -87.4% |
| All | +393.2% | +899.8% | -506.6% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling