+7,443.4%
QLD vs SMTC
+637.7%
+6,805.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +12.7% | -10.2% | -4.4% |
| 7D | -10.3% | -19.0% | +8.7% | -0.8% |
| 30D | -26.1% | -46.7% | +20.7% | +1.5% |
| 3M | -17.8% | -23.4% | +5.7% | -12.2% |
| 6M | -15.6% | -13.4% | -2.2% | -20.3% |
| YTD | +5.4% | +40.1% | -34.7% | -27.8% |
| 1Y | +5.2% | +47.7% | -42.4% | -30.6% |
| 3Y | +139.4% | +606.9% | -467.5% | -59.8% |
| 5Y | +66.7% | +14.4% | +52.3% | -8.7% |
| 10Y | +1,422.1% | +322.5% | +1,099.6% | +190.9% |
| All | +7,443.4% | +637.7% | +6,805.7% | +637.1% |
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