+7,256.1%
QLD vs SIMO
+1,511.6%
+5,744.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -14.4% | +1.7% | -7.7% |
| 7D | -18.6% | -31.4% | +12.8% | -7.3% |
| 30D | -28.3% | -45.2% | +16.9% | -12.4% |
| 3M | -20.4% | -36.5% | +16.1% | -9.8% |
| 6M | -14.3% | -34.2% | +19.9% | -6.4% |
| YTD | +2.8% | +69.9% | -67.2% | -25.3% |
| 1Y | -1.2% | +60.4% | -61.6% | -26.6% |
| 3Y | +135.3% | +203.1% | -67.8% | +37.2% |
| 5Y | +62.6% | +145.4% | -82.9% | -2.5% |
| 10Y | +1,384.3% | +368.9% | +1,015.4% | +587.2% |
| All | +7,256.1% | +1,511.6% | +5,744.6% | +1,140.4% |
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