+501.6%
SMTC vs QSR
+211.0%
+290.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.4% | +12.3% | +10.9% |
| 7D | +22.9% | +0.1% | +22.9% | +22.8% |
| 30D | +16.6% | +5.9% | +10.7% | +13.5% |
| 3M | +2.4% | +10.5% | -8.1% | -3.0% |
| 6M | +98.3% | +7.7% | +90.6% | +88.7% |
| YTD | +120.7% | +16.8% | +103.9% | +101.6% |
| 1Y | +168.3% | +30.9% | +137.4% | +131.4% |
| 3Y | +571.7% | +28.2% | +543.5% | +470.8% |
| 5Y | +114.0% | +45.0% | +69.0% | +70.0% |
| 10Y | +497.0% | +127.3% | +369.7% | +281.0% |
| All | +501.6% | +211.0% | +290.7% | +249.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling