+295.2%
SCHW vs SIMO
+557.5%
-262.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.4% |
| 7D | -2.8% | +12.5% | -15.3% | -4.5% |
| 30D | -0.1% | +18.4% | -18.5% | -2.9% |
| 3M | +20.6% | +5.6% | +15.0% | +16.9% |
| 6M | +15.9% | +116.9% | -101.0% | -3.7% |
| YTD | +8.5% | +188.4% | -179.9% | -15.6% |
| 1Y | +17.8% | +221.3% | -203.4% | -11.0% |
| 3Y | +88.5% | +438.6% | -350.0% | +24.4% |
| 5Y | +60.6% | +287.9% | -227.3% | +9.0% |
| All | +295.2% | +557.5% | -262.3% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling