+121.0%
QLD vs SIMO
+269.6%
-148.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | -2.8% |
| 7D | +0.6% | +4.2% | -3.7% | -1.1% |
| 30D | -0.1% | +4.1% | -4.2% | -3.0% |
| 3M | -8.4% | -12.9% | +4.5% | -6.6% |
| 6M | +32.2% | +110.3% | -78.1% | -9.9% |
| YTD | +28.9% | +178.6% | -149.7% | -24.9% |
| 1Y | +43.8% | +220.0% | -176.2% | -22.1% |
| 3Y | +176.6% | +409.0% | -232.4% | +18.8% |
| All | +121.0% | +269.6% | -148.5% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling