+308.8%
SPOT vs QLD
+808.7%
-499.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.2% | -1.7% |
| 7D | -3.0% | -1.2% | -1.8% | -3.1% |
| 30D | +15.2% | -15.7% | +30.9% | +22.9% |
| 3M | +21.6% | -10.0% | +31.6% | +24.6% |
| 6M | +45.2% | -11.2% | +56.4% | +45.5% |
| YTD | +4.9% | +16.4% | -11.5% | -9.7% |
| 1Y | -4.8% | +12.7% | -17.4% | -16.9% |
| 3Y | +256.3% | +152.3% | +104.0% | +89.4% |
| 5Y | +120.2% | +91.8% | +28.4% | +28.0% |
| All | +308.8% | +808.7% | -499.9% | +18.7% |
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