+170.0%
SIMO vs SCHG
+69.4%
+100.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -4.9% |
| 7D | +4.1% | +2.7% | +1.4% | +1.8% |
| 30D | -24.0% | -5.2% | -18.8% | -19.3% |
| 3M | -31.8% | -5.2% | -26.6% | -27.5% |
| 6M | -36.9% | -0.6% | -36.3% | -35.4% |
| YTD | +84.8% | +4.7% | +80.1% | +81.6% |
| 1Y | +99.0% | +6.0% | +93.0% | +93.9% |
| 3Y | +217.9% | +78.9% | +139.0% | +126.6% |
| All | +170.0% | +69.4% | +100.5% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling