+4,305.9%
SMH vs QID
-100.0%
+4,405.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.4% |
| 7D | +5.2% | -2.7% | +8.0% | +3.5% |
| 30D | -1.5% | +1.8% | -3.3% | -0.2% |
| 3M | -4.1% | -2.2% | -1.9% | -1.7% |
| 6M | +50.8% | -32.1% | +82.9% | +28.6% |
| YTD | +59.3% | -28.6% | +87.9% | +41.6% |
| 1Y | +94.1% | -36.3% | +130.4% | +64.7% |
| 3Y | +286.7% | -74.4% | +361.1% | +137.2% |
| 5Y | +339.4% | -80.8% | +420.2% | +197.4% |
| 10Y | +1,803.3% | -99.1% | +1,902.4% | +275.1% |
| All | +4,305.9% | -100.0% | +4,405.8% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling