+87.0%
SCHW vs SIMO
+443.5%
-356.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.0% |
| 7D | -2.8% | +12.5% | -15.3% | -3.4% |
| 30D | -0.1% | +18.4% | -18.5% | -1.1% |
| 3M | +20.6% | +5.6% | +15.0% | +18.9% |
| 6M | +15.9% | +116.9% | -101.0% | +3.6% |
| YTD | +8.5% | +188.4% | -179.9% | -8.1% |
| 1Y | +17.8% | +221.3% | -203.4% | -2.8% |
| All | +87.0% | +443.5% | -356.5% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling