+1,418.0%
QLD vs SIMO
+436.4%
+981.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.7% | +1.1% | +4.4% |
| 7D | -1.4% | -8.2% | +6.7% | +1.8% |
| 30D | -19.6% | -34.6% | +15.0% | -5.4% |
| 3M | -14.1% | -32.6% | +18.5% | -3.0% |
| 6M | -13.6% | -31.8% | +18.2% | -6.4% |
| YTD | +12.5% | +87.6% | -75.1% | -30.4% |
| 1Y | +13.1% | +86.7% | -73.5% | -29.9% |
| 3Y | +154.7% | +227.4% | -72.7% | +15.8% |
| 5Y | +81.1% | +173.0% | -91.9% | -16.9% |
| 10Y | +1,418.0% | +409.6% | +1,008.4% | +353.6% |
| All | +1,418.0% | +436.4% | +981.6% | +353.6% |
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