+41.6%
SMH vs QLD
+10.7%
+30.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -0.7% |
| 7D | +4.9% | +7.0% | -2.1% | -1.4% |
| 30D | -13.8% | -14.3% | +0.5% | -0.9% |
| 3M | -17.4% | -16.0% | -1.4% | -3.3% |
| 6M | -15.0% | -14.2% | -0.7% | -2.1% |
| YTD | +35.2% | +12.8% | +22.4% | +23.5% |
| 1Y | +41.6% | +14.1% | +27.5% | +28.0% |
| All | +41.6% | +10.7% | +30.9% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling