+224.1%
SYK vs QLD
+1,468.8%
-1,244.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.1% |
| 7D | -5.0% | +7.0% | -12.0% | -7.1% |
| 30D | +9.9% | -14.3% | +24.3% | +14.4% |
| 3M | -8.9% | -16.0% | +7.1% | -4.9% |
| 6M | +3.1% | -14.2% | +17.3% | +5.0% |
| YTD | -11.1% | +12.8% | -23.9% | -18.2% |
| 1Y | -16.2% | +14.1% | -30.2% | -23.3% |
| 3Y | +13.2% | +146.0% | -132.8% | -25.4% |
| 5Y | +23.5% | +82.0% | -58.5% | -15.0% |
| All | +224.1% | +1,468.8% | -1,244.7% | -12.0% |
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 · 6 months rolling