+60.2%
SIMO vs Q
+66.4%
-6.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.2% | -0.9% |
| 7D | -22.0% | +0.3% | -22.3% | -21.6% |
| 30D | -43.0% | -9.8% | -33.2% | -37.4% |
| 3M | -39.1% | -12.2% | -26.9% | -31.5% |
| 6M | -33.3% | -21.6% | -11.7% | -19.3% |
| YTD | +77.0% | +43.6% | +33.4% | +65.6% |
| 1Y | +73.0% | +25.7% | +47.3% | +66.3% |
| All | +60.2% | +66.4% | -6.1% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling