+55.8%
SMR vs QLD
+140.3%
-84.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +2.5% | +13.7% | +13.4% |
| 7D | -9.6% | -10.3% | +0.7% | +2.6% |
| 30D | -33.8% | -26.1% | -7.7% | -6.8% |
| 3M | -46.4% | -17.8% | -28.6% | -33.1% |
| 6M | -62.4% | -15.6% | -46.9% | -54.1% |
| YTD | -64.1% | +5.4% | -69.5% | -65.2% |
| 1Y | -84.3% | +5.2% | -89.6% | -84.7% |
| 3Y | +55.8% | +139.4% | -83.6% | -22.6% |
| All | +55.8% | +140.3% | -84.5% | -22.6% |
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