+634.8%
SIMO vs QS
-44.4%
+679.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.6% | +8.2% | +8.7% |
| 7D | +4.2% | -2.3% | +6.5% | +4.4% |
| 30D | +4.1% | -0.7% | +4.8% | +4.0% |
| 3M | -12.9% | -39.6% | +26.8% | -9.6% |
| 6M | +110.3% | -21.7% | +132.1% | +113.8% |
| YTD | +178.6% | -47.4% | +226.0% | +190.2% |
| 1Y | +220.0% | -28.4% | +248.4% | +224.9% |
| 3Y | +409.0% | -22.6% | +431.6% | +393.3% |
| 5Y | +277.3% | -75.6% | +352.9% | +272.7% |
| All | +634.8% | -44.4% | +679.1% | +681.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling