+696.4%
SIMO vs QS
-47.0%
+743.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.6% | +8.7% | +2.6% |
| 7D | +14.5% | -4.2% | +18.7% | +14.9% |
| 30D | +20.4% | -15.7% | +36.1% | +22.0% |
| 3M | +7.1% | -28.7% | +35.8% | +9.8% |
| 6M | +129.2% | -23.2% | +152.5% | +133.4% |
| YTD | +201.9% | -49.9% | +251.8% | +215.7% |
| 1Y | +235.5% | -38.8% | +274.3% | +244.6% |
| 3Y | +463.8% | -24.0% | +487.9% | +447.6% |
| 5Y | +306.7% | -75.6% | +382.3% | +302.8% |
| All | +696.4% | -47.0% | +743.4% | +749.6% |
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