+327.2%
SMH vs QSR
+40.5%
+286.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | +0.3% | -4.0% | +4.3% | +1.8% |
| 30D | -2.8% | +2.8% | -5.5% | -4.0% |
| 3M | -6.7% | +5.1% | -11.8% | -9.2% |
| 6M | +41.8% | +8.8% | +33.0% | +34.7% |
| YTD | +57.9% | +14.8% | +43.0% | +45.4% |
| 1Y | +87.6% | +25.7% | +61.9% | +63.7% |
| 3Y | +282.9% | +27.5% | +255.4% | +215.7% |
| All | +327.2% | +40.5% | +286.7% | +201.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling