+240.5%
SPOT vs QLD
+178.0%
+62.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | +12.5% | -0.1% | +12.6% | +12.3% |
| 3M | +9.9% | -8.4% | +18.3% | +11.7% |
| 6M | +1.6% | +32.2% | -30.6% | -12.3% |
| YTD | -6.6% | +28.9% | -35.5% | -18.5% |
| 1Y | -22.9% | +43.8% | -66.8% | -36.5% |
| All | +240.5% | +178.0% | +62.5% | +93.5% |
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