+2,098.8%
QQQ vs SIMO
+2,312.3%
-213.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.1% |
| 7D | +6.4% | +14.9% | -8.5% | +3.8% |
| 30D | -7.5% | -27.0% | +19.5% | -3.0% |
| 3M | -4.8% | -25.4% | +20.6% | -1.6% |
| 6M | -2.5% | -30.3% | +27.8% | +0.2% |
| YTD | +12.4% | +95.8% | -83.4% | -6.3% |
| 1Y | +11.3% | +100.0% | -88.7% | -7.7% |
| 3Y | +85.0% | +238.3% | -153.3% | +37.3% |
| 5Y | +79.6% | +187.6% | -107.9% | +33.2% |
| 10Y | +535.9% | +422.5% | +113.4% | +309.3% |
| All | +2,098.8% | +2,312.3% | -213.5% | +778.0% |
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