+596.0%
SIMO vs QSR
+135.2%
+460.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.6% | +7.1% |
| 7D | +11.0% | -4.0% | +15.0% | +12.3% |
| 30D | +17.9% | +2.8% | +15.1% | +16.8% |
| 3M | +3.9% | +5.1% | -1.2% | +1.5% |
| 6M | +131.0% | +8.8% | +122.2% | +122.4% |
| YTD | +209.3% | +14.8% | +194.5% | +191.3% |
| 1Y | +223.8% | +25.7% | +198.0% | +195.1% |
| 3Y | +479.2% | +27.5% | +451.7% | +418.6% |
| 5Y | +316.0% | +41.3% | +274.8% | +256.5% |
| All | +596.0% | +135.2% | +460.9% | +405.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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