+530.1%
SMTC vs QSR
+135.2%
+395.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.8% |
| 7D | +13.1% | -4.0% | +17.1% | +14.9% |
| 30D | +19.5% | +2.8% | +16.7% | +17.6% |
| 3M | +2.2% | +5.1% | -2.8% | -1.2% |
| 6M | +94.9% | +8.8% | +86.1% | +84.2% |
| YTD | +127.0% | +14.8% | +112.1% | +107.9% |
| 1Y | +174.6% | +25.7% | +148.8% | +139.6% |
| 3Y | +615.9% | +27.5% | +588.4% | +503.0% |
| 5Y | +125.6% | +41.3% | +84.3% | +78.3% |
| All | +530.1% | +135.2% | +395.0% | +293.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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