+8,329.0%
QLD vs SIMO
+1,782.5%
+6,546.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.6% | +11.5% | +5.2% |
| 7D | -9.4% | -16.9% | +7.5% | -3.8% |
| 30D | -17.1% | -35.4% | +18.3% | -4.5% |
| 3M | -10.4% | -31.9% | +21.5% | -1.3% |
| 6M | +0.7% | -19.3% | +20.1% | +2.2% |
| YTD | +17.7% | +98.5% | -80.7% | -19.1% |
| 1Y | +14.7% | +100.5% | -85.8% | -21.5% |
| 3Y | +169.6% | +254.1% | -84.5% | +48.6% |
| 5Y | +86.7% | +187.4% | -100.7% | +5.7% |
| 10Y | +1,600.8% | +447.7% | +1,153.0% | +644.1% |
| All | +8,329.0% | +1,782.5% | +6,546.5% | +1,243.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling