+175.2%
SO vs QLD
+1,375.1%
-1,199.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.4% |
| 7D | -1.5% | -10.3% | +8.8% | -0.3% |
| 30D | +8.1% | -26.1% | +34.1% | +11.7% |
| 3M | +0.2% | -17.8% | +18.0% | +2.2% |
| 6M | +0.4% | -15.6% | +15.9% | +1.3% |
| YTD | +8.5% | +5.4% | +3.1% | +5.9% |
| 1Y | +4.9% | +5.2% | -0.3% | +2.3% |
| 3Y | +47.9% | +139.4% | -91.5% | +21.7% |
| 5Y | +75.7% | +66.7% | +9.0% | +48.0% |
| All | +175.2% | +1,375.1% | -1,199.9% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling