+244.6%
SIMO vs QSR
+23.8%
+220.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.2% | +9.9% | +8.6% |
| 7D | +0.9% | -2.2% | +3.1% | +0.8% |
| 30D | -25.4% | +7.8% | -33.2% | -25.3% |
| 3M | -17.8% | +5.5% | -23.2% | -17.9% |
| 6M | -29.6% | -0.2% | -29.3% | -29.1% |
| YTD | +100.3% | +15.4% | +84.9% | +93.1% |
| 1Y | +100.4% | +15.3% | +85.1% | +92.9% |
| All | +244.6% | +23.8% | +220.8% | +227.2% |
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 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