+82.1%
QLD vs SMTC
+26.3%
+55.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -0.9% |
| 7D | +7.0% | +11.0% | -4.0% | +2.6% |
| 30D | -14.3% | -28.5% | +14.2% | -4.3% |
| 3M | -16.0% | -14.2% | -1.8% | -15.1% |
| 6M | -14.2% | -18.0% | +3.8% | -14.1% |
| YTD | +12.8% | +55.5% | -42.7% | -14.7% |
| 1Y | +14.1% | +69.5% | -55.5% | -17.0% |
| 3Y | +146.0% | +699.7% | -553.7% | -32.1% |
| All | +82.1% | +26.3% | +55.8% | +92.4% |
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