+409.6%
SIMO vs QID
-99.0%
+508.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.8% | +12.5% | +2.4% |
| 7D | -8.2% | -0.8% | -7.4% | -7.2% |
| 30D | -34.6% | +20.1% | -54.7% | -26.6% |
| 3M | -32.6% | +11.8% | -44.4% | -26.1% |
| 6M | -31.8% | +5.5% | -37.4% | -24.1% |
| YTD | +87.6% | -21.5% | +109.2% | +88.2% |
| 1Y | +86.7% | -22.6% | +109.3% | +87.6% |
| 3Y | +227.4% | -72.3% | +299.7% | +150.4% |
| 5Y | +173.0% | -76.9% | +249.9% | +127.4% |
| 10Y | +409.6% | -99.0% | +508.6% | +41.5% |
| All | +409.6% | -99.0% | +508.7% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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