-37.6%
SMCI vs QS
-71.4%
+33.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +7.5% | -13.2% | -9.7% |
| 7D | -17.3% | +4.5% | -21.8% | -19.5% |
| 30D | -31.5% | -4.1% | -27.4% | -30.3% |
| 3M | -6.6% | -22.1% | +15.5% | +6.2% |
| 6M | +6.0% | -38.4% | +44.4% | +33.6% |
| YTD | +1.1% | -57.5% | +58.6% | +38.2% |
| 1Y | -37.6% | -71.3% | +33.8% | -10.7% |
| All | -37.6% | -71.4% | +33.9% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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