-12.9%
SIMO vs QSR
+10.7%
-23.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.8% | +8.6% |
| 7D | +4.2% | +2.4% | +1.8% | +7.3% |
| 30D | +4.1% | +7.6% | -3.5% | +13.3% |
| 3M | -12.9% | +12.6% | -25.5% | +6.2% |
| All | -12.9% | +10.7% | -23.6% | +6.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling