+228.6%
SIMO vs QS
-41.9%
+270.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.0% | +4.2% | +5.7% |
| 7D | +14.6% | +2.2% | +12.4% | +14.0% |
| 30D | +6.2% | -8.1% | +14.3% | +8.3% |
| 3M | +3.6% | -27.0% | +30.6% | +10.3% |
| 6M | +130.8% | -16.4% | +147.2% | +139.8% |
| YTD | +195.8% | -46.4% | +242.1% | +227.9% |
| All | +228.6% | -41.9% | +270.6% | +269.2% |
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