+121.0%
QLD vs SMTC
+91.8%
+29.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -3.2% |
| 7D | +0.6% | +12.7% | -12.2% | -4.2% |
| 30D | -0.1% | +22.0% | -22.1% | -9.5% |
| 3M | -8.4% | -12.7% | +4.3% | -6.3% |
| 6M | +32.2% | +64.8% | -32.6% | +2.1% |
| YTD | +28.9% | +100.7% | -71.8% | -8.7% |
| 1Y | +43.8% | +146.9% | -103.1% | -7.7% |
| 3Y | +176.6% | +456.8% | -280.2% | -1.6% |
| All | +121.0% | +91.8% | +29.2% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling