+387.5%
SIMO vs QS
-62.6%
+450.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.2% | -0.4% | -5.2% |
| 7D | +4.1% | -14.0% | +18.1% | +5.4% |
| 30D | -24.0% | -6.4% | -17.6% | -23.6% |
| 3M | -31.8% | -40.3% | +8.5% | -29.0% |
| 6M | -36.9% | -57.5% | +20.6% | -32.7% |
| YTD | +84.8% | -64.7% | +149.5% | +98.6% |
| 1Y | +99.0% | -72.9% | +171.9% | +117.5% |
| 3Y | +217.9% | -33.5% | +251.4% | +214.2% |
| 5Y | +171.5% | -90.5% | +262.0% | +180.3% |
| All | +387.5% | -62.6% | +450.1% | +434.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling