+1,569.6%
QQQ vs SMTC
+2,298.1%
-728.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.0% | -10.0% | -3.2% |
| 7D | +1.5% | +22.9% | -21.4% | -5.2% |
| 30D | -0.6% | +16.6% | -17.3% | -6.8% |
| 3M | +0.4% | +2.4% | -2.0% | -3.9% |
| 6M | +20.1% | +98.3% | -78.2% | -9.4% |
| YTD | +17.2% | +120.7% | -103.5% | -15.3% |
| 1Y | +24.7% | +168.3% | -143.6% | -16.7% |
| 3Y | +96.2% | +571.7% | -475.5% | -21.2% |
| 5Y | +94.4% | +114.0% | -19.6% | +10.2% |
| 10Y | +556.7% | +497.0% | +59.7% | +131.7% |
| All | +1,569.6% | +2,298.1% | -728.5% | +153.4% |
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