-23.8%
QS vs SMTC
+579.3%
-603.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +0.3% |
| 7D | -3.6% | +13.1% | -16.7% | -7.4% |
| 30D | -17.2% | +19.5% | -36.7% | -22.6% |
| 3M | -27.0% | +2.2% | -29.2% | -29.4% |
| 6M | -24.6% | +94.9% | -119.4% | -40.9% |
| YTD | -49.3% | +127.0% | -176.3% | -62.3% |
| 1Y | -40.3% | +174.6% | -214.9% | -58.2% |
| 3Y | -23.8% | +615.9% | -639.7% | -68.3% |
| All | -23.8% | +579.3% | -603.1% | -68.3% |
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