+277.4%
SMH vs QS
-26.0%
+303.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.3% |
| 7D | +1.4% | -5.0% | +6.3% | +2.1% |
| 30D | -2.2% | -18.3% | +16.1% | +0.6% |
| 3M | -1.9% | -26.0% | +24.1% | +2.1% |
| 6M | +41.0% | -24.0% | +65.1% | +46.0% |
| YTD | +55.6% | -50.3% | +105.9% | +68.3% |
| 1Y | +86.8% | -38.0% | +124.8% | +94.7% |
| All | +277.4% | -26.0% | +303.4% | +259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling