+1,385.0%
SMH vs QLD
+1,375.1%
+9.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +1.9% |
| 7D | -11.2% | -10.3% | -0.9% | -4.6% |
| 30D | -25.8% | -26.1% | +0.3% | -9.4% |
| 3M | -18.8% | -17.8% | -1.1% | -7.5% |
| 6M | -15.6% | -15.6% | 0.0% | -4.7% |
| YTD | +28.8% | +5.4% | +23.5% | +26.3% |
| 1Y | +32.6% | +5.2% | +27.3% | +30.1% |
| 3Y | +213.6% | +139.4% | +74.2% | +84.4% |
| 5Y | +222.4% | +66.7% | +155.7% | +121.1% |
| All | +1,385.0% | +1,375.1% | +9.9% | +144.7% |
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