-71.3%
QS vs SMTC
+70.8%
-142.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -12.9% | +20.4% | +11.2% |
| 7D | +4.5% | -24.5% | +29.0% | +12.7% |
| 30D | -4.1% | -42.5% | +38.3% | +12.2% |
| 3M | -22.1% | -14.1% | -8.1% | -23.4% |
| 6M | -38.4% | +3.6% | -42.0% | -44.6% |
| YTD | -57.5% | +50.6% | -108.1% | -68.4% |
| 1Y | -71.3% | +72.2% | -143.6% | -80.5% |
| All | -71.3% | +70.8% | -142.1% | -80.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling