+36.9%
SLQD vs SPY
+447.6%
-410.8%
-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% | +0.3% | 0.0% |
| 7D | -0.6% | +2.6% | -3.2% | -0.7% |
| 30D | +0.3% | -2.0% | +2.3% | +0.4% |
| 3M | -0.3% | -2.8% | +2.4% | -0.2% |
| 6M | +0.4% | +2.1% | -1.7% | +0.3% |
| YTD | +1.2% | +11.5% | -10.3% | +0.7% |
| 1Y | +2.0% | +13.5% | -11.5% | +1.4% |
| 3Y | +16.1% | +77.7% | -61.6% | +13.4% |
| 5Y | +14.3% | +72.6% | -58.3% | +11.4% |
| 10Y | +30.1% | +308.2% | -278.0% | +24.5% |
| All | +36.9% | +447.6% | -410.8% | +30.8% |
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