+47.9%
SO vs QLD
+140.3%
-92.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -0.9% |
| 7D | -1.5% | -10.3% | +8.8% | -2.2% |
| 30D | +8.1% | -26.1% | +34.1% | +5.9% |
| 3M | +0.2% | -17.8% | +18.0% | -1.1% |
| 6M | +0.4% | -15.6% | +15.9% | -0.5% |
| YTD | +8.5% | +5.4% | +3.1% | +9.0% |
| 1Y | +4.9% | +5.2% | -0.3% | +5.5% |
| 3Y | +47.9% | +139.4% | -91.5% | +44.5% |
| All | +47.9% | +140.3% | -92.4% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling