+37.2%
SLQD vs SPY
+457.7%
-420.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | 0.0% | +0.1% | 0.0% | 0.0% |
| 3M | +0.5% | +2.0% | -1.5% | +0.4% |
| 6M | +0.7% | +13.0% | -12.3% | +0.2% |
| YTD | +1.4% | +13.5% | -12.1% | +0.9% |
| 1Y | +2.9% | +20.0% | -17.1% | +2.1% |
| 3Y | +16.9% | +77.2% | -60.3% | +14.1% |
| 5Y | +13.7% | +81.9% | -68.2% | +10.6% |
| 10Y | +29.7% | +314.1% | -284.3% | +24.1% |
| All | +37.2% | +457.7% | -420.6% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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