+10,324.9%
SIMO vs SCHG
+1,145.2%
+9,179.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.9% | +9.6% | +9.6% |
| 7D | +4.2% | -0.7% | +4.9% | +4.9% |
| 30D | +4.1% | +0.2% | +3.9% | +3.6% |
| 3M | -12.9% | +2.2% | -15.1% | -14.5% |
| 6M | +110.3% | +15.0% | +95.3% | +83.3% |
| YTD | +178.6% | +9.2% | +169.4% | +156.0% |
| 1Y | +220.0% | +15.7% | +204.3% | +179.8% |
| 3Y | +409.0% | +87.3% | +321.8% | +181.5% |
| 5Y | +277.3% | +84.5% | +192.9% | +104.6% |
| 10Y | +506.6% | +448.7% | +57.9% | -19.6% |
| All | +10,324.9% | +1,145.2% | +9,179.8% | +365.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling