+558.6%
QQQ vs SMTC
+548.2%
+10.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | -0.3% |
| 7D | -0.6% | +13.1% | -13.7% | -3.6% |
| 30D | -1.2% | +19.5% | -20.7% | -6.3% |
| 3M | -0.2% | +2.2% | -2.4% | -3.3% |
| 6M | +17.9% | +94.9% | -77.0% | -4.6% |
| YTD | +16.6% | +127.0% | -110.3% | -9.8% |
| 1Y | +23.0% | +174.6% | -151.6% | -10.4% |
| 3Y | +92.9% | +615.9% | -523.0% | -9.4% |
| 5Y | +95.6% | +125.6% | -30.0% | +30.7% |
| All | +558.6% | +548.2% | +10.3% | +201.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling