+1,777.3%
SMH vs QLD
+1,628.0%
+149.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.4% |
| 7D | +2.5% | +0.6% | +1.9% | +2.1% |
| 30D | -0.5% | -0.1% | -0.3% | -0.4% |
| 3M | -9.6% | -8.4% | -1.3% | -3.8% |
| 6M | +42.1% | +32.2% | +9.9% | +19.8% |
| YTD | +57.4% | +28.9% | +28.5% | +34.9% |
| 1Y | +96.2% | +43.8% | +52.4% | +57.0% |
| 3Y | +267.9% | +176.6% | +91.3% | +95.3% |
| 5Y | +327.7% | +121.6% | +206.1% | +143.9% |
| All | +1,777.3% | +1,628.0% | +149.3% | +179.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling