+2,210.2%
SMH vs QSR
+203.9%
+2,006.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.2% |
| 7D | +1.4% | -4.7% | +6.1% | +3.3% |
| 30D | -2.2% | +4.3% | -6.5% | -4.0% |
| 3M | -1.9% | +5.4% | -7.3% | -4.6% |
| 6M | +41.0% | +8.2% | +32.9% | +34.9% |
| YTD | +55.6% | +14.1% | +41.4% | +44.8% |
| 1Y | +86.8% | +28.1% | +58.7% | +64.8% |
| 3Y | +277.7% | +25.3% | +252.4% | +230.1% |
| 5Y | +324.2% | +40.4% | +283.8% | +250.9% |
| 10Y | +1,828.6% | +132.4% | +1,696.2% | +1,165.2% |
| All | +2,210.2% | +203.9% | +2,006.3% | +1,314.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling