+100.5%
SIMO vs QS
-71.4%
+171.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +7.5% | -17.1% | -11.9% |
| 7D | -16.9% | +4.5% | -21.4% | -18.1% |
| 30D | -35.4% | -4.1% | -31.3% | -34.7% |
| 3M | -31.9% | -22.1% | -9.7% | -26.8% |
| 6M | -19.3% | -38.4% | +19.1% | -6.6% |
| YTD | +98.5% | -57.5% | +156.0% | +148.8% |
| 1Y | +100.5% | -71.3% | +171.8% | +200.1% |
| All | +100.5% | -71.4% | +171.9% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling