+1,457.9%
SMCI vs QS
-46.4%
+1,504.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.3% | +7.0% |
| 7D | +1.3% | -3.6% | +4.9% | +1.8% |
| 30D | +6.6% | -17.2% | +23.9% | +9.4% |
| 3M | +25.4% | -27.0% | +52.4% | +30.3% |
| 6M | +26.1% | -24.6% | +50.7% | +31.4% |
| YTD | +37.0% | -49.3% | +86.3% | +49.0% |
| 1Y | -8.8% | -40.3% | +31.6% | -3.6% |
| 3Y | +44.6% | -23.8% | +68.4% | +41.7% |
| 5Y | +995.9% | -75.0% | +1,070.9% | +990.5% |
| All | +1,457.9% | -46.4% | +1,504.3% | +1,590.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling