-9.3%
SSPC vs QLD
-18.9%
+9.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +6.8% | -18.7% | -1.5% |
| 7D | -13.9% | -1.4% | -12.5% | -11.3% |
| 30D | +14.3% | -19.6% | +33.9% | -10.0% |
| 3M | -35.2% | -14.1% | -21.1% | -42.4% |
| All | -9.3% | -18.9% | +9.6% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling