+1,024.9%
SCHW vs SIMO
+2,177.2%
-1,152.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +2.7% |
| 7D | +2.0% | +4.1% | -2.1% | +1.1% |
| 30D | -3.6% | -24.0% | +20.4% | -0.1% |
| 3M | -15.0% | -31.8% | +16.8% | -11.4% |
| 6M | +2.6% | -36.9% | +39.5% | +5.3% |
| YTD | -5.7% | +84.8% | -90.5% | -24.5% |
| 1Y | -0.9% | +99.0% | -99.9% | -21.9% |
| 3Y | +79.4% | +217.9% | -138.6% | +24.5% |
| 5Y | +21.2% | +171.5% | -150.2% | -16.6% |
| 10Y | +193.3% | +393.3% | -199.9% | +67.6% |
| All | +1,024.9% | +2,177.2% | -1,152.4% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling