+817.6%
SPYM vs QLD
+9,036.4%
-8,218.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +0.1% | -0.1% | +0.2% | 0.0% |
| 3M | +2.0% | -8.4% | +10.4% | +4.2% |
| 6M | +13.1% | +32.2% | -19.2% | +0.8% |
| YTD | +13.6% | +28.9% | -15.3% | +2.1% |
| 1Y | +20.1% | +43.8% | -23.8% | +3.3% |
| 3Y | +77.6% | +176.6% | -99.0% | +16.4% |
| 5Y | +82.5% | +121.6% | -39.0% | +21.3% |
| 10Y | +317.6% | +1,652.9% | -1,335.3% | +21.3% |
| All | +817.6% | +9,036.4% | -8,218.8% | +26.1% |
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