-80.9%
SMR vs QLD
+9.9%
-90.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.8% | +0.3% | -1.6% |
| 7D | +1.7% | -1.4% | +3.1% | +3.6% |
| 30D | -24.4% | -19.6% | -4.9% | -0.2% |
| 3M | -44.6% | -14.1% | -30.5% | -33.1% |
| 6M | -56.7% | -13.6% | -43.0% | -48.3% |
| YTD | -61.6% | +12.5% | -74.2% | -68.7% |
| All | -80.9% | +9.9% | -90.8% | -83.0% |
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