-7.6%
SPOT vs QLD
+10.8%
-18.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.8% |
| 7D | -2.6% | +12.5% | -15.1% | -2.3% |
| 30D | +13.5% | -15.7% | +29.2% | +13.3% |
| 3M | +22.2% | -11.9% | +34.2% | +21.7% |
| 6M | +38.3% | -10.3% | +48.6% | +36.5% |
| YTD | +3.1% | +15.6% | -12.5% | -6.6% |
| 1Y | -7.6% | +12.1% | -19.8% | -15.7% |
| All | -7.6% | +10.8% | -18.4% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling