+15.7%
SCHW vs SIMO
+216.2%
-200.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +0.7% |
| 7D | -2.8% | +12.5% | -15.3% | -2.6% |
| 30D | -0.1% | +18.4% | -18.5% | +0.1% |
| 3M | +20.6% | +5.6% | +15.0% | +20.2% |
| 6M | +15.9% | +116.9% | -101.0% | +11.4% |
| YTD | +8.5% | +188.4% | -179.9% | +2.5% |
| All | +15.7% | +216.2% | -200.5% | +9.0% |
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