+94.2%
XLK vs QLD
+140.3%
-46.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.1% | -0.1% |
| 7D | -8.2% | -10.3% | +2.0% | -2.2% |
| 30D | -18.2% | -26.1% | +7.9% | -2.3% |
| 3M | -11.0% | -17.8% | +6.7% | -0.4% |
| 6M | -2.9% | -15.6% | +12.7% | +6.5% |
| YTD | +14.8% | +5.4% | +9.5% | +10.1% |
| 1Y | +14.5% | +5.2% | +9.3% | +9.7% |
| 3Y | +94.2% | +139.4% | -45.3% | +12.7% |
| All | +94.2% | +140.3% | -46.1% | +12.7% |
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