+1,240.3%
SIMO vs QSR
+218.5%
+1,021.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.8% | +8.7% |
| 7D | +4.2% | +2.4% | +1.8% | +3.5% |
| 30D | +4.1% | +7.6% | -3.5% | +1.8% |
| 3M | -12.9% | +12.6% | -25.5% | -16.7% |
| 6M | +110.3% | +14.4% | +96.0% | +99.6% |
| YTD | +178.6% | +19.6% | +159.0% | +159.7% |
| 1Y | +220.0% | +33.9% | +186.1% | +187.0% |
| 3Y | +409.0% | +27.1% | +381.9% | +358.6% |
| 5Y | +277.3% | +48.5% | +228.8% | +220.2% |
| 10Y | +506.6% | +126.2% | +380.4% | +331.3% |
| All | +1,240.3% | +218.5% | +1,021.8% | +779.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling