+324.2%
SMH vs QID
-80.2%
+404.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.8% | -0.8% |
| 7D | +1.4% | +2.7% | -1.4% | +3.4% |
| 30D | -2.2% | +3.3% | -5.5% | +0.5% |
| 3M | -1.9% | -5.5% | +3.7% | -1.7% |
| 6M | +41.0% | -28.4% | +69.4% | +20.8% |
| YTD | +55.6% | -26.6% | +82.1% | +37.5% |
| 1Y | +86.8% | -34.1% | +121.0% | +56.9% |
| 3Y | +277.7% | -73.7% | +351.3% | +116.0% |
| 5Y | +324.2% | -80.7% | +404.8% | +170.5% |
| All | +324.2% | -80.2% | +404.3% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 5y: compounded portfolio wealth divided by compounded QID 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…
5y analysis · Full analysis span regression · 6 months rolling