-28.8%
SMCI vs QLD
+9.9%
-38.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.8% | -7.4% | -8.8% |
| 7D | -6.0% | -1.4% | -4.6% | -6.0% |
| 30D | -31.7% | -19.6% | -12.1% | -10.3% |
| 3M | -8.1% | -14.1% | +6.0% | +11.4% |
| 6M | -19.1% | -13.6% | -5.5% | -1.9% |
| YTD | -2.3% | +12.5% | -14.8% | -14.6% |
| All | -28.8% | +9.9% | -38.7% | -35.2% |
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