-48.0%
SMR vs QLD
+150.7%
-198.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.5% | -3.0% |
| 7D | +1.9% | -1.2% | +3.1% | +3.3% |
| 30D | -21.9% | -15.7% | -6.2% | -12.0% |
| 3M | -47.1% | -10.0% | -37.1% | -42.8% |
| 6M | -60.6% | -11.2% | -49.4% | -56.3% |
| YTD | -63.1% | +16.4% | -79.4% | -64.9% |
| 1Y | -80.4% | +12.7% | -93.1% | -80.9% |
| 3Y | +150.2% | +152.3% | -2.1% | +90.9% |
| All | -48.0% | +150.7% | -198.7% | -64.2% |
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