+20.2%
SGOV vs QLD
+461.3%
-441.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | +0.3% | -0.1% | +0.5% | +0.3% |
| 3M | +1.0% | -8.4% | +9.3% | +1.0% |
| 6M | +1.9% | +32.2% | -30.3% | +1.9% |
| YTD | +2.5% | +28.9% | -26.4% | +2.5% |
| 1Y | +3.8% | +43.8% | -40.0% | +3.8% |
| 3Y | +14.4% | +176.6% | -162.2% | +14.4% |
| 5Y | +20.1% | +121.6% | -101.4% | +20.1% |
| All | +20.2% | +461.3% | -441.1% | +20.2% |
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