+3.0%
SSPC vs QLD
-24.1%
+27.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.5% | -19.8% | -13.4% |
| 7D | -4.7% | -10.3% | +5.6% | -15.8% |
| 30D | +36.7% | -26.1% | +62.8% | -6.0% |
| 3M | -49.4% | -17.8% | -31.7% | -57.9% |
| All | +3.0% | -24.1% | +27.0% | -14.7% |
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