+2,194.8%
QQQ vs SIMO
+3,332.4%
-1,137.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -1.3% |
| 7D | +0.4% | +4.2% | -3.9% | -0.5% |
| 30D | +0.2% | +4.1% | -3.9% | -1.1% |
| 3M | -2.8% | -12.9% | +10.1% | -2.3% |
| 6M | +18.0% | +110.3% | -92.4% | -0.6% |
| YTD | +17.3% | +178.6% | -161.3% | -6.8% |
| 1Y | +25.6% | +220.0% | -194.4% | -3.0% |
| 3Y | +93.7% | +409.0% | -315.3% | +35.8% |
| 5Y | +94.2% | +277.3% | -183.2% | +39.1% |
| 10Y | +557.9% | +506.6% | +51.2% | +315.3% |
| All | +2,194.8% | +3,332.4% | -1,137.6% | +774.0% |
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