+778.4%
SPYM vs QLD
+7,369.0%
-6,590.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.6% |
| 7D | -2.7% | -10.3% | +7.6% | +0.9% |
| 30D | -5.4% | -26.1% | +20.7% | +4.8% |
| 3M | -4.1% | -17.8% | +13.7% | +2.1% |
| 6M | +0.8% | -15.6% | +16.3% | +5.2% |
| YTD | +8.8% | +5.4% | +3.4% | +4.3% |
| 1Y | +11.0% | +5.2% | +5.7% | +6.3% |
| 3Y | +75.5% | +139.4% | -63.9% | +20.6% |
| 5Y | +68.4% | +66.7% | +1.7% | +23.3% |
| 10Y | +316.1% | +1,422.1% | -1,106.0% | +26.6% |
| All | +778.4% | +7,369.0% | -6,590.6% | +28.9% |
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