+287.9%
SIMO vs SCHG
+81.2%
+206.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.1% |
| 7D | +12.5% | -2.7% | +15.3% | +15.1% |
| 30D | +18.4% | -2.2% | +20.6% | +20.4% |
| 3M | +5.6% | +6.2% | -0.6% | +0.4% |
| 6M | +116.9% | +13.4% | +103.6% | +96.0% |
| YTD | +188.4% | +7.1% | +181.3% | +173.2% |
| 1Y | +221.3% | +12.5% | +208.7% | +195.1% |
| 3Y | +438.6% | +86.2% | +352.4% | +265.3% |
| 5Y | +287.9% | +83.9% | +204.0% | +181.6% |
| All | +287.9% | +81.2% | +206.7% | +181.6% |
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