+86.6%
QLD vs SMTC
+31.4%
+55.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +1.1% |
| 7D | +12.5% | +30.5% | -18.0% | +1.2% |
| 30D | -15.7% | -30.9% | +15.2% | -4.7% |
| 3M | -11.9% | -14.7% | +2.8% | -10.9% |
| 6M | -10.3% | -9.6% | -0.7% | -13.5% |
| YTD | +15.6% | +62.1% | -46.5% | -13.9% |
| 1Y | +12.1% | +66.6% | -54.5% | -17.7% |
| 3Y | +150.7% | +718.1% | -567.4% | -31.1% |
| 5Y | +86.6% | +32.8% | +53.8% | +94.5% |
| All | +86.6% | +31.4% | +55.2% | +94.5% |
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