+156.7%
SIMO vs QS
-86.5%
+243.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | 0.0% | +3.6% |
| 7D | -22.0% | +5.4% | -27.4% | -22.5% |
| 30D | -43.0% | -5.3% | -37.7% | -42.7% |
| 3M | -39.1% | -22.6% | -16.5% | -37.3% |
| 6M | -33.3% | -46.2% | +12.9% | -28.2% |
| YTD | +77.0% | -58.9% | +135.9% | +95.0% |
| 1Y | +73.0% | -73.1% | +146.1% | +99.6% |
| 3Y | +215.7% | -27.2% | +242.9% | +198.7% |
| All | +156.7% | -86.5% | +243.2% | +225.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling