-85.6%
SMR vs QLD
+13.1%
-98.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -6.9% |
| 7D | -9.5% | -9.4% | -0.1% | +2.0% |
| 30D | -33.2% | -17.1% | -16.1% | -15.2% |
| 3M | -45.9% | -10.4% | -35.5% | -38.3% |
| 6M | -57.9% | +0.7% | -58.6% | -59.8% |
| YTD | -63.8% | +17.7% | -81.5% | -72.1% |
| 1Y | -85.6% | +14.7% | -100.3% | -88.3% |
| All | -85.6% | +13.1% | -98.8% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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