+440.1%
SIMO vs SCHG
+84.7%
+355.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.0% |
| 7D | +12.5% | -2.7% | +15.3% | +16.2% |
| 30D | +18.4% | -2.2% | +20.6% | +21.3% |
| 3M | +5.6% | +6.2% | -0.6% | -2.0% |
| 6M | +116.9% | +13.4% | +103.6% | +86.6% |
| YTD | +188.4% | +7.1% | +181.3% | +165.9% |
| 1Y | +221.3% | +12.5% | +208.7% | +182.5% |
| All | +440.1% | +84.7% | +355.4% | +211.5% |
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