+452.3%
SIMO vs QSR
+28.6%
+423.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.5% | +6.4% |
| 7D | +14.6% | +0.1% | +14.5% | +14.5% |
| 30D | +6.2% | +5.9% | +0.3% | +5.3% |
| 3M | +3.6% | +10.5% | -6.9% | +1.2% |
| 6M | +130.8% | +7.7% | +123.1% | +126.3% |
| YTD | +195.8% | +16.8% | +179.0% | +182.5% |
| 1Y | +225.0% | +30.9% | +194.1% | +198.3% |
| 3Y | +452.3% | +28.2% | +424.1% | +395.8% |
| All | +452.3% | +28.6% | +423.7% | +395.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling