+149.8%
QQQM vs SIMO
+609.1%
-459.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.3% |
| 7D | -1.3% | +12.5% | -13.8% | -3.4% |
| 30D | -1.4% | +18.4% | -19.8% | -4.8% |
| 3M | +2.2% | +5.6% | -3.4% | -0.7% |
| 6M | +16.9% | +116.9% | -100.0% | -3.7% |
| YTD | +15.7% | +188.4% | -172.7% | -11.5% |
| 1Y | +22.7% | +221.3% | -198.6% | -8.9% |
| 3Y | +93.9% | +438.6% | -344.6% | +26.1% |
| 5Y | +94.6% | +287.9% | -193.3% | +31.1% |
| All | +149.8% | +609.1% | -459.2% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling