+304.7%
SPOT vs QLD
+722.9%
-418.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -3.1% |
| 7D | +1.6% | -10.3% | +11.9% | +6.5% |
| 30D | +17.6% | -26.1% | +43.6% | +33.7% |
| 3M | +26.9% | -17.8% | +44.7% | +36.0% |
| 6M | +41.8% | -15.6% | +57.4% | +45.3% |
| YTD | +3.8% | +5.4% | -1.5% | -6.1% |
| 1Y | -2.5% | +5.2% | -7.7% | -12.0% |
| 3Y | +260.6% | +139.4% | +121.1% | +96.0% |
| 5Y | +108.6% | +66.7% | +41.9% | +29.8% |
| All | +304.7% | +722.9% | -418.3% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling