+340.7%
SMTC vs QID
-99.0%
+439.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -2.1% |
| 7D | +11.0% | -7.1% | +18.2% | +6.2% |
| 30D | -28.5% | +12.6% | -41.1% | -17.9% |
| 3M | -14.2% | +14.2% | -28.5% | +1.1% |
| 6M | -18.0% | +6.2% | -24.2% | -1.9% |
| YTD | +55.5% | -21.8% | +77.3% | +56.3% |
| 1Y | +69.5% | -23.1% | +92.7% | +70.7% |
| 3Y | +699.7% | -71.3% | +771.0% | +446.6% |
| 5Y | +27.4% | -77.0% | +104.4% | +0.7% |
| All | +340.7% | -99.0% | +439.8% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling