-56.6%
SMR vs QLD
+121.4%
-177.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -12.7% | -2.1% | -6.1% |
| 7D | -26.2% | -18.6% | -7.6% | -14.8% |
| 30D | -45.5% | -28.3% | -17.2% | -31.5% |
| 3M | -53.4% | -20.4% | -33.0% | -45.3% |
| 6M | -63.2% | -14.3% | -48.9% | -57.9% |
| YTD | -69.2% | +2.8% | -71.9% | -68.1% |
| 1Y | -88.5% | -1.2% | -87.3% | -87.7% |
| 3Y | +26.7% | +135.3% | -108.7% | +4.0% |
| All | -56.6% | +121.4% | -177.9% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling