-79.9%
SMR vs QLD
+10.7%
-90.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.9% | -0.2% |
| 7D | -8.3% | +7.0% | -15.3% | -15.9% |
| 30D | -20.1% | -14.3% | -5.8% | -3.9% |
| 3M | -52.7% | -16.0% | -36.7% | -41.3% |
| 6M | -61.0% | -14.2% | -46.8% | -53.1% |
| YTD | -67.1% | +12.8% | -79.9% | -73.0% |
| 1Y | -79.9% | +14.1% | -93.9% | -83.7% |
| All | -79.9% | +10.7% | -90.5% | -83.7% |
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