+146.0%
QLD vs SMTC
+698.5%
-552.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -1.2% |
| 7D | +7.0% | +11.0% | -4.0% | +3.3% |
| 30D | -14.3% | -28.5% | +14.2% | -5.9% |
| 3M | -16.0% | -14.2% | -1.8% | -15.1% |
| 6M | -14.2% | -18.0% | +3.8% | -13.6% |
| YTD | +12.8% | +55.5% | -42.7% | -9.4% |
| 1Y | +14.1% | +69.5% | -55.5% | -11.1% |
| 3Y | +146.0% | +699.7% | -553.7% | +9.3% |
| All | +146.0% | +698.5% | -552.6% | +9.3% |
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