+227.0%
SYK vs QLD
+1,508.4%
-1,281.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -6.8% | +12.5% | -19.3% | -10.2% |
| 30D | +10.6% | -15.7% | +26.3% | +15.6% |
| 3M | -9.7% | -11.9% | +2.2% | -7.1% |
| 6M | +6.7% | -10.3% | +17.0% | +7.1% |
| YTD | -10.4% | +15.6% | -26.0% | -18.1% |
| 1Y | -14.0% | +12.1% | -26.1% | -20.8% |
| 3Y | +17.6% | +150.7% | -133.1% | -22.9% |
| 5Y | +24.6% | +86.6% | -62.0% | -14.9% |
| All | +227.0% | +1,508.4% | -1,281.4% | -11.9% |
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 · 6 months rolling