+294.9%
SCHW vs SIMO
+605.2%
-310.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.2% | -7.3% | -1.1% |
| 7D | -1.9% | +11.0% | -12.9% | -3.4% |
| 30D | -1.6% | +17.9% | -19.5% | -4.3% |
| 3M | +21.3% | +3.9% | +17.4% | +18.1% |
| 6M | +16.5% | +131.0% | -114.5% | -4.1% |
| YTD | +8.4% | +209.3% | -200.9% | -16.5% |
| 1Y | +15.6% | +223.8% | -208.1% | -12.4% |
| 3Y | +86.8% | +479.2% | -392.4% | +22.0% |
| 5Y | +60.5% | +316.0% | -255.5% | +7.8% |
| All | +294.9% | +605.2% | -310.3% | +112.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling