-44.6%
QS vs SMTC
+132.3%
-177.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.2% | -8.7% | -3.3% |
| 7D | -2.3% | +12.7% | -15.1% | -7.3% |
| 30D | -0.7% | +22.0% | -22.7% | -10.4% |
| 3M | -39.6% | -12.7% | -27.0% | -38.2% |
| 6M | -21.7% | +64.8% | -86.5% | -40.4% |
| YTD | -47.4% | +100.7% | -148.1% | -63.6% |
| 1Y | -28.4% | +146.9% | -175.3% | -55.2% |
| 3Y | -22.6% | +456.8% | -479.4% | -75.9% |
| 5Y | -75.6% | +89.2% | -164.8% | -84.0% |
| All | -44.6% | +132.3% | -177.0% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling