+189.8%
SIMO vs QSR
+60.1%
+129.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.2% | +9.9% | +8.8% |
| 7D | +0.9% | -2.2% | +3.1% | +1.2% |
| 30D | -25.4% | +7.8% | -33.2% | -26.7% |
| 3M | -17.8% | +5.5% | -23.2% | -19.3% |
| 6M | -29.6% | -0.2% | -29.3% | -30.1% |
| YTD | +100.3% | +15.4% | +84.9% | +87.3% |
| 1Y | +100.4% | +15.3% | +85.1% | +87.0% |
| 3Y | +246.1% | +23.7% | +222.4% | +206.2% |
| 5Y | +189.8% | +60.4% | +129.4% | +123.6% |
| All | +189.8% | +60.1% | +129.7% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling