+452.3%
SIMO vs QID
-74.5%
+526.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.4% |
| 7D | +14.6% | -2.7% | +17.3% | +12.3% |
| 30D | +6.2% | +1.8% | +4.4% | +8.2% |
| 3M | +3.6% | -2.2% | +5.7% | +6.8% |
| 6M | +130.8% | -32.1% | +162.9% | +95.3% |
| YTD | +195.8% | -28.6% | +224.3% | +161.1% |
| 1Y | +225.0% | -36.3% | +261.3% | +175.0% |
| 3Y | +452.3% | -74.4% | +526.7% | +258.6% |
| All | +452.3% | -74.5% | +526.8% | +258.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling