+863.8%
SIMO vs QSR
+207.3%
+656.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.2% | +9.9% | +9.0% |
| 7D | +0.9% | -2.2% | +3.1% | +1.5% |
| 30D | -25.4% | +7.8% | -33.2% | -27.4% |
| 3M | -17.8% | +5.5% | -23.2% | -19.8% |
| 6M | -29.6% | -0.2% | -29.3% | -30.8% |
| YTD | +100.3% | +15.4% | +84.9% | +86.9% |
| 1Y | +100.4% | +15.3% | +85.1% | +86.8% |
| 3Y | +246.1% | +23.7% | +222.4% | +211.5% |
| 5Y | +189.8% | +60.4% | +129.4% | +138.4% |
| 10Y | +434.6% | +142.2% | +292.4% | +270.9% |
| All | +863.8% | +207.3% | +656.5% | +533.2% |
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 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