+308.8%
SPOT vs QLD
+778.9%
-470.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | -2.2% |
| 7D | +2.5% | -1.4% | +4.0% | +2.6% |
| 30D | +15.1% | -19.6% | +34.7% | +25.7% |
| 3M | +24.8% | -14.1% | +38.9% | +30.8% |
| 6M | +45.8% | -13.6% | +59.4% | +48.1% |
| YTD | +4.9% | +12.5% | -7.7% | -8.2% |
| 1Y | -1.3% | +13.1% | -14.4% | -14.1% |
| 3Y | +257.7% | +154.7% | +103.0% | +88.7% |
| 5Y | +118.5% | +81.1% | +37.4% | +30.6% |
| All | +308.8% | +778.9% | -470.1% | +20.7% |
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