+5.2%
SSPC vs QLD
-15.2%
+20.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.9% | +5.9% | +10.6% |
| 7D | +11.8% | -9.4% | +21.2% | -2.9% |
| 30D | +44.7% | -17.1% | +61.8% | +13.6% |
| 3M | -40.7% | -10.4% | -30.3% | -45.5% |
| All | +5.2% | -15.2% | +20.3% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling