+87.6%
SMH vs QSR
+28.6%
+59.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.6% |
| 7D | +0.3% | -4.0% | +4.3% | -0.6% |
| 30D | -2.8% | +2.8% | -5.5% | -2.2% |
| 3M | -6.7% | +5.1% | -11.8% | -5.4% |
| 6M | +41.8% | +8.8% | +33.0% | +44.1% |
| YTD | +57.9% | +14.8% | +43.0% | +61.7% |
| 1Y | +87.6% | +25.7% | +61.9% | +90.1% |
| All | +87.6% | +28.6% | +59.0% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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