-46.7%
QS vs SMTC
+162.7%
-209.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | -0.2% |
| 7D | -3.6% | +13.1% | -16.7% | -8.7% |
| 30D | -17.2% | +19.5% | -36.7% | -24.4% |
| 3M | -27.0% | +2.2% | -29.2% | -30.4% |
| 6M | -24.6% | +94.9% | -119.4% | -46.6% |
| YTD | -49.3% | +127.0% | -176.3% | -66.7% |
| 1Y | -40.3% | +174.6% | -214.9% | -64.3% |
| 3Y | -23.8% | +615.9% | -639.7% | -79.4% |
| 5Y | -75.0% | +125.6% | -200.6% | -84.8% |
| All | -46.7% | +162.7% | -209.4% | -78.5% |
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