+9,127.5%
QLD vs SMTC
+957.1%
+8,170.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -4.8% |
| 7D | +0.6% | +12.7% | -12.2% | -6.3% |
| 30D | -0.1% | +22.0% | -22.1% | -13.6% |
| 3M | -8.4% | -12.7% | +4.3% | -6.5% |
| 6M | +32.2% | +64.8% | -32.6% | -10.8% |
| YTD | +28.9% | +100.7% | -71.8% | -23.5% |
| 1Y | +43.8% | +146.9% | -103.1% | -26.5% |
| 3Y | +176.6% | +456.8% | -280.2% | -42.2% |
| 5Y | +121.6% | +89.2% | +32.3% | -5.5% |
| 10Y | +1,652.9% | +426.9% | +1,226.1% | +220.7% |
| All | +9,127.5% | +957.1% | +8,170.4% | +680.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling