+587.7%
SMH vs QS
-43.2%
+630.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.0% |
| 7D | +5.2% | +2.2% | +3.0% | +5.0% |
| 30D | -1.5% | -8.1% | +6.5% | -0.7% |
| 3M | -4.1% | -27.0% | +22.9% | -1.2% |
| 6M | +50.8% | -16.4% | +67.2% | +53.1% |
| YTD | +59.3% | -46.4% | +105.7% | +68.1% |
| 1Y | +94.1% | -41.1% | +135.2% | +100.6% |
| 3Y | +286.7% | -18.6% | +305.4% | +266.2% |
| 5Y | +339.4% | -73.0% | +412.5% | +329.1% |
| All | +587.7% | -43.2% | +630.9% | +628.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling