+42.6%
XLK vs QLD
+42.1%
+0.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.3% | +3.0% | -0.7% | +0.4% |
| 30D | -0.1% | -1.8% | +1.8% | +1.1% |
| 3M | +2.1% | -1.8% | +3.9% | +2.7% |
| 6M | +37.2% | +36.9% | +0.3% | +11.9% |
| YTD | +30.8% | +28.7% | +2.1% | +10.8% |
| 1Y | +42.6% | +41.9% | +0.7% | +13.3% |
| All | +42.6% | +42.1% | +0.5% | +13.3% |
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