+91.3%
QQQ vs SMR
+71.3%
+20.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | -0.7% |
| 7D | -1.3% | +4.7% | -6.0% | -1.6% |
| 30D | -1.4% | +3.2% | -4.6% | -1.8% |
| 3M | +2.3% | +9.9% | -7.6% | +1.1% |
| 6M | +16.9% | -15.1% | +32.0% | +16.7% |
| YTD | +15.6% | -27.9% | +43.6% | +16.0% |
| 1Y | +22.6% | -70.2% | +92.9% | +28.1% |
| All | +91.3% | +71.3% | +20.0% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 3y: compounded portfolio wealth divided by compounded SMR 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…
3y analysis · Full analysis span regression · 6 months rolling