+4.0%
SO vs QLD
+10.8%
-6.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.5% |
| 7D | -0.9% | +12.5% | -13.4% | +0.5% |
| 30D | +4.9% | -15.7% | +20.6% | +3.0% |
| 3M | +0.8% | -11.9% | +12.7% | -0.6% |
| 6M | +0.6% | -10.3% | +10.8% | -0.2% |
| YTD | +8.7% | +15.6% | -6.9% | +9.5% |
| 1Y | +4.0% | +12.1% | -8.2% | +5.0% |
| All | +4.0% | +10.8% | -6.8% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling