-1.7%
SYK vs QLD
+185.1%
-186.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.2% | -8.6% | -8.8% |
| 7D | -12.9% | +3.0% | -15.9% | -13.3% |
| 30D | -18.5% | -1.8% | -16.6% | -18.3% |
| 3M | -8.1% | -1.8% | -6.3% | -8.4% |
| 6M | -23.8% | +36.9% | -60.7% | -29.6% |
| YTD | -20.9% | +28.7% | -49.6% | -26.2% |
| 1Y | -29.0% | +41.9% | -70.9% | -35.5% |
| 3Y | -1.7% | +184.2% | -185.9% | -29.7% |
| All | -1.7% | +185.1% | -186.8% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling