+217.9%
SIMO vs SCHG
+79.3%
+138.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -4.5% |
| 7D | +4.1% | +2.7% | +1.4% | +0.7% |
| 30D | -24.0% | -5.2% | -18.8% | -17.2% |
| 3M | -31.8% | -5.2% | -26.6% | -25.7% |
| 6M | -36.9% | -0.6% | -36.3% | -35.0% |
| YTD | +84.8% | +4.7% | +80.1% | +79.2% |
| 1Y | +99.0% | +6.0% | +93.0% | +90.4% |
| 3Y | +217.9% | +78.9% | +139.0% | +102.3% |
| All | +217.9% | +79.3% | +138.6% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling