+56.5%
SMR vs QLD
+178.0%
-121.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.9% |
| 7D | +4.4% | +0.6% | +3.8% | +3.7% |
| 30D | +3.4% | -0.1% | +3.5% | +3.8% |
| 3M | -19.2% | -8.4% | -10.8% | -10.2% |
| 6M | -22.6% | +32.2% | -54.9% | -41.8% |
| YTD | -31.5% | +28.9% | -60.4% | -46.7% |
| 1Y | -73.1% | +43.8% | -116.9% | -80.7% |
| All | +56.5% | +178.0% | -121.5% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling