+2,698.7%
SIMO vs QID
-100.0%
+2,798.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.5% |
| 7D | +4.2% | -0.6% | +4.9% | +3.9% |
| 30D | +4.1% | 0.0% | +4.1% | +4.5% |
| 3M | -12.9% | +3.7% | -16.6% | -6.6% |
| 6M | +110.3% | -29.9% | +140.2% | +87.1% |
| YTD | +178.6% | -28.8% | +207.3% | +151.9% |
| 1Y | +220.0% | -37.2% | +257.2% | +177.1% |
| 3Y | +409.0% | -73.7% | +482.8% | +225.7% |
| 5Y | +277.3% | -80.7% | +358.1% | +142.6% |
| 10Y | +506.6% | -99.1% | +605.7% | -11.5% |
| All | +2,698.7% | -100.0% | +2,798.7% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling