+1,481.8%
QQQ vs SMTC
+1,589.8%
-108.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | 0.0% |
| 7D | +3.6% | +11.0% | -7.4% | 0.0% |
| 30D | -6.7% | -28.5% | +21.8% | +1.3% |
| 3M | -7.0% | -14.2% | +7.2% | -7.0% |
| 6M | -4.7% | -18.0% | +13.3% | -6.3% |
| YTD | +11.1% | +55.5% | -44.5% | -13.5% |
| 1Y | +12.3% | +69.5% | -57.3% | -15.3% |
| 3Y | +83.3% | +699.7% | -616.3% | -32.4% |
| 5Y | +77.5% | +27.4% | +50.1% | +15.4% |
| 10Y | +528.3% | +335.7% | +192.6% | +136.2% |
| All | +1,481.8% | +1,589.8% | -108.0% | +158.8% |
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