+1,188.4%
SCHW vs SIMO
+3,544.2%
-2,355.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -3.3% |
| 7D | -1.3% | +14.6% | -15.9% | -3.9% |
| 30D | -0.4% | +6.2% | -6.6% | -2.2% |
| 3M | +21.7% | +3.6% | +18.1% | +17.5% |
| 6M | +13.0% | +130.8% | -117.8% | -9.7% |
| YTD | +8.0% | +195.8% | -187.7% | -18.7% |
| 1Y | +15.8% | +225.0% | -209.2% | -15.1% |
| 3Y | +87.7% | +452.3% | -364.6% | +20.2% |
| 5Y | +59.7% | +303.6% | -243.9% | +4.7% |
| 10Y | +292.9% | +528.8% | -235.9% | +120.1% |
| All | +1,188.4% | +3,544.2% | -2,355.8% | +251.2% |
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