+72.2%
SPY vs QLD
+77.5%
-5.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.8% | -4.4% | 0.0% |
| 7D | +0.1% | -1.4% | +1.5% | +0.3% |
| 30D | -3.3% | -19.6% | +16.3% | +3.9% |
| 3M | -2.4% | -14.1% | +11.7% | +2.2% |
| 6M | +2.6% | -13.6% | +16.2% | +6.1% |
| YTD | +11.2% | +12.5% | -1.3% | +4.0% |
| 1Y | +13.4% | +13.1% | +0.2% | +5.6% |
| 3Y | +79.9% | +154.7% | -74.8% | +20.3% |
| 5Y | +72.2% | +81.1% | -8.9% | +20.0% |
| All | +72.2% | +77.5% | -5.3% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling