-19.7%
SMCI vs QLD
+11.5%
-31.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.6% | +4.9% | +3.8% |
| 7D | +2.8% | -1.2% | +4.0% | +3.2% |
| 30D | -23.9% | -15.7% | -8.2% | -5.6% |
| 3M | -3.7% | -10.0% | +6.3% | +10.5% |
| 6M | -9.2% | -11.2% | +2.0% | +6.9% |
| YTD | +4.0% | +16.4% | -12.4% | -12.5% |
| All | -19.7% | +11.5% | -31.2% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling