+327.2%
SMH vs QS
-74.9%
+402.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.5% | +1.1% |
| 7D | +0.3% | -3.6% | +3.9% | +0.9% |
| 30D | -2.8% | -17.2% | +14.5% | +0.5% |
| 3M | -6.7% | -27.0% | +20.3% | -1.9% |
| 6M | +41.8% | -24.6% | +66.3% | +47.8% |
| YTD | +57.9% | -49.3% | +107.2% | +74.6% |
| 1Y | +87.6% | -40.3% | +128.0% | +97.2% |
| 3Y | +282.9% | -23.8% | +306.7% | +238.1% |
| All | +327.2% | -74.9% | +402.1% | +321.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling