-36.9%
SIMO vs QSR
-1.9%
-35.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.7% |
| 7D | +4.1% | -2.9% | +7.0% | -0.4% |
| 30D | -24.0% | +4.1% | -28.1% | -17.9% |
| 3M | -31.8% | -0.7% | -31.1% | -29.6% |
| 6M | -36.9% | +0.4% | -37.3% | -32.1% |
| All | -36.9% | -1.9% | -35.0% | -32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling