+950.2%
SMCI vs QLD
+1,508.4%
-558.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.6% | -10.7% | -10.9% |
| 7D | -0.3% | +12.5% | -12.8% | -7.6% |
| 30D | -30.9% | -15.7% | -15.2% | -22.6% |
| 3M | -28.2% | -11.9% | -16.3% | -21.4% |
| 6M | -17.7% | -10.3% | -7.4% | -9.0% |
| YTD | -7.8% | +15.6% | -23.4% | -11.1% |
| 1Y | -28.8% | +12.1% | -40.9% | -30.0% |
| 3Y | +1.5% | +150.7% | -149.2% | -31.7% |
| 5Y | +517.8% | +86.6% | +431.1% | +351.8% |
| All | +950.2% | +1,508.4% | -558.2% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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