+571.2%
SO vs QLD
+9,036.4%
-8,465.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -0.2% | +0.6% | -0.7% | -0.3% |
| 30D | -4.6% | -0.1% | -4.4% | -4.6% |
| 3M | -3.0% | -8.4% | +5.3% | -2.4% |
| 6M | -8.3% | +32.2% | -40.5% | -13.2% |
| YTD | +3.5% | +28.9% | -25.4% | -1.8% |
| 1Y | -0.9% | +43.8% | -44.8% | -8.1% |
| 3Y | +45.4% | +176.6% | -131.2% | +16.0% |
| 5Y | +59.6% | +121.6% | -62.0% | +26.5% |
| 10Y | +156.6% | +1,652.9% | -1,496.3% | +27.2% |
| All | +571.2% | +9,036.4% | -8,465.2% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling