+2,056.0%
QQQ vs SIMO
+2,171.3%
-115.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.4% |
| 7D | -1.5% | -16.0% | +14.5% | +1.3% |
| 30D | -10.2% | -35.8% | +25.6% | -3.8% |
| 3M | -6.3% | -26.5% | +20.2% | -2.9% |
| 6M | -4.9% | -33.0% | +28.1% | -1.6% |
| YTD | +10.2% | +84.3% | -74.1% | -7.2% |
| 1Y | +8.8% | +82.0% | -73.2% | -8.2% |
| 3Y | +81.4% | +218.5% | -137.1% | +36.1% |
| 5Y | +78.5% | +175.0% | -96.5% | +33.4% |
| 10Y | +523.8% | +407.5% | +116.3% | +303.9% |
| All | +2,056.0% | +2,171.3% | -115.4% | +770.2% |
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