+596.0%
SIMO vs SCHG
+459.0%
+137.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.4% | +6.5% |
| 7D | +11.0% | -1.0% | +12.1% | +12.0% |
| 30D | +17.9% | -1.3% | +19.2% | +19.0% |
| 3M | +3.9% | +5.4% | -1.5% | -0.8% |
| 6M | +131.0% | +14.4% | +116.6% | +106.6% |
| YTD | +209.3% | +8.0% | +201.3% | +190.8% |
| 1Y | +223.8% | +12.7% | +211.0% | +196.0% |
| 3Y | +479.2% | +85.6% | +393.6% | +265.4% |
| 5Y | +316.0% | +85.5% | +230.5% | +160.4% |
| All | +596.0% | +459.0% | +137.0% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling