+140.0%
QQQM vs SIMO
+354.4%
-214.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | -0.2% |
| 7D | +3.6% | +4.1% | -0.5% | +2.8% |
| 30D | -6.7% | -24.0% | +17.3% | -2.8% |
| 3M | -7.0% | -31.8% | +24.8% | -2.3% |
| 6M | -4.6% | -36.9% | +32.3% | -0.2% |
| YTD | +11.1% | +84.8% | -73.7% | -9.3% |
| 1Y | +12.3% | +99.0% | -86.7% | -10.0% |
| 3Y | +83.6% | +217.9% | -134.3% | +29.3% |
| 5Y | +78.1% | +171.5% | -93.4% | +26.1% |
| All | +140.0% | +354.4% | -214.4% | +53.8% |
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