-33.5%
QS vs SMTC
+698.5%
-732.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | -4.0% |
| 7D | -14.0% | +11.0% | -25.0% | -16.8% |
| 30D | -6.4% | -28.5% | +22.1% | +0.9% |
| 3M | -40.3% | -14.2% | -26.0% | -40.4% |
| 6M | -57.5% | -18.0% | -39.5% | -57.7% |
| YTD | -64.7% | +55.5% | -120.2% | -71.5% |
| 1Y | -72.9% | +69.5% | -142.4% | -78.7% |
| 3Y | -33.5% | +699.7% | -733.1% | -73.0% |
| All | -33.5% | +698.5% | -732.0% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling