+1,502.1%
QLD vs SIMO
+394.4%
+1,107.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.1% | -0.1% |
| 7D | +7.0% | +4.1% | +2.9% | +5.2% |
| 30D | -14.3% | -24.0% | +9.7% | -5.2% |
| 3M | -16.0% | -31.8% | +15.8% | -5.3% |
| 6M | -14.2% | -36.9% | +22.6% | -3.9% |
| YTD | +12.8% | +84.8% | -72.1% | -29.9% |
| 1Y | +14.1% | +99.0% | -84.9% | -31.7% |
| 3Y | +146.0% | +217.9% | -72.0% | +13.1% |
| 5Y | +82.0% | +171.5% | -89.4% | -16.5% |
| All | +1,502.1% | +394.4% | +1,107.7% | +388.5% |
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