+20.7%
XLK vs QLD
+13.1%
+7.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -1.2% |
| 7D | -7.6% | -9.4% | +1.8% | -1.6% |
| 30D | -12.2% | -17.1% | +4.9% | -1.1% |
| 3M | -5.5% | -10.4% | +5.0% | +1.1% |
| 6M | +9.2% | +0.7% | +8.4% | +7.7% |
| YTD | +23.0% | +17.7% | +5.3% | +9.8% |
| 1Y | +20.7% | +14.7% | +6.0% | +9.2% |
| All | +20.7% | +13.1% | +7.6% | +9.2% |
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 · 6 months rolling