+419.3%
SIMO vs QS
-19.4%
+438.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.6% | +8.2% | +8.6% |
| 7D | +4.2% | -2.3% | +6.5% | +4.6% |
| 30D | +4.1% | -0.7% | +4.8% | +4.0% |
| 3M | -12.9% | -39.6% | +26.8% | -7.1% |
| 6M | +110.3% | -21.7% | +132.1% | +116.5% |
| YTD | +178.6% | -47.4% | +226.0% | +198.5% |
| 1Y | +220.0% | -28.4% | +248.4% | +229.1% |
| All | +419.3% | -19.4% | +438.7% | +388.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling