+49.5%
SO vs QLD
+134.4%
-84.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.7% | +13.0% | -0.7% |
| 7D | +0.4% | -18.6% | +18.9% | -1.1% |
| 30D | +9.2% | -28.3% | +37.5% | +6.8% |
| 3M | +1.1% | -20.4% | +21.5% | -0.5% |
| 6M | -1.1% | -14.3% | +13.2% | -1.9% |
| YTD | +9.7% | +2.8% | +6.9% | +10.0% |
| 1Y | +5.5% | -1.2% | +6.7% | +5.6% |
| All | +49.5% | +134.4% | -84.9% | +45.8% |
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