+538.0%
QQQ vs SIMO
+453.3%
+84.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.7% | -6.3% | +0.5% |
| 7D | -0.2% | +0.9% | -1.2% | -0.6% |
| 30D | -7.5% | -25.4% | +17.9% | -2.6% |
| 3M | -3.8% | -17.8% | +13.9% | -2.1% |
| 6M | -3.0% | -29.6% | +26.5% | -0.2% |
| YTD | +12.8% | +100.3% | -87.5% | -12.5% |
| 1Y | +11.6% | +100.4% | -88.8% | -13.6% |
| 3Y | +85.6% | +246.1% | -160.5% | +21.6% |
| 5Y | +82.1% | +189.8% | -107.7% | +19.1% |
| 10Y | +538.0% | +434.6% | +103.4% | +228.1% |
| All | +538.0% | +453.3% | +84.7% | +228.1% |
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 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