+789.2%
SIMO vs QSR
+202.3%
+587.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +4.1% | -2.9% | +7.0% | +4.9% |
| 30D | -24.0% | +4.1% | -28.1% | -25.3% |
| 3M | -31.8% | -0.7% | -31.1% | -32.4% |
| 6M | -36.9% | +0.4% | -37.3% | -38.1% |
| YTD | +84.8% | +13.5% | +71.3% | +73.2% |
| 1Y | +99.0% | +11.0% | +88.0% | +87.7% |
| 3Y | +217.9% | +22.0% | +196.0% | +187.2% |
| 5Y | +171.5% | +57.1% | +114.4% | +124.6% |
| 10Y | +393.3% | +138.3% | +255.0% | +243.7% |
| All | +789.2% | +202.3% | +587.0% | +486.8% |
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