+1,542.6%
QLD vs SIMO
+423.7%
+1,118.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | +0.3% |
| 7D | +12.5% | +14.9% | -2.4% | +6.2% |
| 30D | -15.7% | -27.0% | +11.3% | -5.2% |
| 3M | -11.9% | -25.4% | +13.5% | -4.3% |
| 6M | -10.3% | -30.3% | +20.0% | -3.6% |
| YTD | +15.6% | +95.8% | -80.2% | -29.8% |
| 1Y | +12.1% | +100.0% | -87.9% | -32.7% |
| 3Y | +150.7% | +238.3% | -87.6% | +12.3% |
| 5Y | +86.6% | +187.6% | -101.0% | -16.4% |
| All | +1,542.6% | +423.7% | +1,118.8% | +389.2% |
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