+1,351.8%
QLD vs SIMO
+379.7%
+972.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.6% | +0.8% |
| 7D | -10.3% | -22.0% | +11.7% | -1.1% |
| 30D | -26.1% | -43.0% | +17.0% | -8.0% |
| 3M | -17.8% | -39.1% | +21.4% | -3.2% |
| 6M | -15.6% | -33.3% | +17.7% | -7.8% |
| YTD | +5.4% | +77.0% | -71.6% | -33.2% |
| 1Y | +5.2% | +73.0% | -67.8% | -32.6% |
| 3Y | +139.4% | +215.7% | -76.3% | +10.3% |
| 5Y | +66.7% | +155.6% | -88.9% | -21.4% |
| All | +1,351.8% | +379.7% | +972.1% | +343.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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