+0.8%
SCHW vs SIMO
+94.5%
-93.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -9.6% | +14.2% | +4.3% |
| 7D | +5.2% | -16.9% | +22.1% | +4.8% |
| 30D | -4.7% | -35.4% | +30.7% | -5.5% |
| 3M | -11.9% | -31.9% | +19.9% | -12.5% |
| 6M | +2.7% | -19.3% | +22.0% | +1.3% |
| YTD | -5.6% | +98.5% | -104.1% | -10.7% |
| 1Y | +0.8% | +100.5% | -99.7% | -5.1% |
| All | +0.8% | +94.5% | -93.7% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling