-45.9%
SMR vs QLD
+142.5%
-188.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.8% | +0.3% | +2.4% |
| 7D | +1.7% | -1.4% | +3.1% | +3.3% |
| 30D | -24.4% | -19.6% | -4.9% | -12.0% |
| 3M | -44.6% | -14.1% | -30.5% | -38.1% |
| 6M | -56.7% | -13.6% | -43.0% | -50.9% |
| YTD | -61.6% | +12.5% | -74.2% | -62.6% |
| 1Y | -82.1% | +13.1% | -95.2% | -82.5% |
| 3Y | +161.5% | +154.7% | +6.8% | +102.5% |
| All | -45.9% | +142.5% | -188.4% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling