+59.5%
SCHW vs SIMO
+315.3%
-255.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.2% | -7.3% | -0.6% |
| 7D | -1.9% | +11.0% | -12.9% | -2.7% |
| 30D | -1.6% | +17.9% | -19.5% | -3.1% |
| 3M | +21.3% | +3.9% | +17.4% | +19.5% |
| 6M | +16.5% | +131.0% | -114.5% | +2.5% |
| YTD | +8.4% | +209.3% | -200.9% | -9.2% |
| 1Y | +15.6% | +223.8% | -208.1% | -4.3% |
| 3Y | +86.8% | +479.2% | -392.4% | +38.3% |
| All | +59.5% | +315.3% | -255.8% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling