+260.6%
SPOT vs QLD
+140.3%
+120.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.5% |
| 7D | +1.6% | -10.3% | +11.9% | +4.4% |
| 30D | +17.6% | -26.1% | +43.6% | +27.0% |
| 3M | +26.9% | -17.8% | +44.7% | +32.0% |
| 6M | +41.8% | -15.6% | +57.4% | +43.0% |
| YTD | +3.8% | +5.4% | -1.5% | -4.9% |
| 1Y | -2.5% | +5.2% | -7.7% | -10.9% |
| 3Y | +260.6% | +139.4% | +121.1% | +154.7% |
| All | +260.6% | +140.3% | +120.2% | +154.7% |
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 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