+58.6%
QQQI vs SIMO
+376.4%
-317.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -1.0% |
| 7D | +1.3% | +14.6% | -13.3% | -0.8% |
| 30D | +0.2% | +6.2% | -6.0% | -1.1% |
| 3M | +1.5% | +3.6% | -2.1% | -0.5% |
| 6M | +13.2% | +130.8% | -117.5% | -5.4% |
| YTD | +11.6% | +195.8% | -184.2% | -13.4% |
| 1Y | +18.0% | +225.0% | -207.0% | -11.4% |
| All | +58.6% | +376.4% | -317.8% | +0.4% |
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