-75.2%
QS vs SMTC
+118.6%
-193.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.8% | -7.4% | -7.0% |
| 7D | -4.2% | +22.5% | -26.7% | -12.3% |
| 30D | -15.7% | +24.9% | -40.6% | -24.4% |
| 3M | -28.7% | +4.1% | -32.8% | -32.5% |
| 6M | -23.2% | +92.6% | -115.8% | -45.3% |
| YTD | -49.9% | +122.5% | -172.4% | -66.8% |
| 1Y | -38.8% | +166.2% | -205.0% | -62.9% |
| 3Y | -24.0% | +577.2% | -601.2% | -79.3% |
| All | -75.2% | +118.6% | -193.8% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling