+83.3%
QQQ vs SIMO
+221.6%
-138.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | -0.2% |
| 7D | +3.6% | +4.1% | -0.5% | +2.8% |
| 30D | -6.7% | -24.0% | +17.2% | -2.9% |
| 3M | -7.0% | -31.8% | +24.7% | -2.4% |
| 6M | -4.7% | -36.9% | +32.2% | -0.3% |
| YTD | +11.1% | +84.8% | -73.8% | -13.0% |
| 1Y | +12.3% | +99.0% | -86.7% | -14.2% |
| 3Y | +83.3% | +217.9% | -134.6% | +14.7% |
| All | +83.3% | +221.6% | -138.3% | +14.7% |
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