+23.0%
QQQM vs SIMO
+239.1%
-216.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.2% | -6.4% | +0.1% |
| 7D | -0.6% | +11.0% | -11.6% | -1.8% |
| 30D | -1.2% | +17.9% | -19.1% | -3.3% |
| 3M | -0.1% | +3.9% | -4.0% | -1.5% |
| 6M | +18.0% | +131.0% | -113.1% | +5.1% |
| YTD | +16.7% | +209.3% | -192.6% | -2.9% |
| 1Y | +23.0% | +223.8% | -200.7% | +1.0% |
| All | +23.0% | +239.1% | -216.0% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling