+566.6%
SCHD vs SIMO
+2,317.5%
-1,750.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -1.6% |
| 7D | -0.3% | +4.2% | -4.5% | -0.7% |
| 30D | +3.4% | +4.1% | -0.6% | +2.7% |
| 3M | +7.6% | -12.9% | +20.5% | +7.6% |
| 6M | +12.2% | +110.3% | -98.2% | +0.5% |
| YTD | +29.0% | +178.6% | -149.6% | +11.2% |
| 1Y | +30.3% | +220.0% | -189.7% | +10.1% |
| 3Y | +56.1% | +409.0% | -352.9% | +22.6% |
| 5Y | +60.4% | +277.3% | -216.9% | +27.4% |
| 10Y | +241.3% | +506.6% | -265.3% | +143.6% |
| All | +566.6% | +2,317.5% | -1,750.9% | +300.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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