+176.1%
QLD vs SMTC
+463.0%
-286.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -2.5% |
| 7D | +0.6% | +12.7% | -12.2% | -3.3% |
| 30D | -0.1% | +22.0% | -22.1% | -7.6% |
| 3M | -8.4% | -12.7% | +4.3% | -6.6% |
| 6M | +32.2% | +64.8% | -32.6% | +8.7% |
| YTD | +28.9% | +100.7% | -71.8% | -0.8% |
| 1Y | +43.8% | +146.9% | -103.1% | +3.0% |
| All | +176.1% | +463.0% | -286.9% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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