-28.4%
QS vs SMTC
+154.8%
-183.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.2% | -8.7% | -2.7% |
| 7D | -2.3% | +12.7% | -15.1% | -6.5% |
| 30D | -0.7% | +22.0% | -22.7% | -9.0% |
| 3M | -39.6% | -12.7% | -27.0% | -38.3% |
| 6M | -21.7% | +64.8% | -86.5% | -37.0% |
| YTD | -47.4% | +100.7% | -148.1% | -60.6% |
| 1Y | -28.4% | +146.9% | -175.3% | -43.9% |
| All | -28.4% | +154.8% | -183.1% | -43.9% |
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