-5.4%
SSPC vs QLD
-18.7%
+13.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | -2.1% |
| 7D | -8.1% | +7.0% | -15.1% | +2.6% |
| 30D | +5.4% | -14.3% | +19.7% | -9.8% |
| 3M | -19.7% | -16.0% | -3.7% | -31.2% |
| All | -5.4% | -18.7% | +13.4% | -12.5% |
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