+96.2%
QQQ vs SIMO
+462.5%
-366.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -1.2% |
| 7D | +1.5% | +14.6% | -13.1% | -1.1% |
| 30D | -0.6% | +6.2% | -6.9% | -2.3% |
| 3M | +0.4% | +3.6% | -3.1% | -2.1% |
| 6M | +20.1% | +130.8% | -110.7% | -4.4% |
| YTD | +17.2% | +195.8% | -178.6% | -14.7% |
| 1Y | +24.7% | +225.0% | -200.3% | -12.9% |
| 3Y | +96.2% | +452.3% | -356.1% | +6.5% |
| All | +96.2% | +462.5% | -366.4% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling