+5.7%
SYF vs SIMO
+226.2%
-220.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | 0.0% |
| 7D | +2.4% | +4.2% | -1.8% | +2.3% |
| 30D | +0.8% | +4.1% | -3.2% | +0.7% |
| 3M | +13.4% | -12.9% | +26.3% | +13.0% |
| 6M | +16.3% | +110.3% | -94.0% | +11.1% |
| YTD | -3.0% | +178.6% | -181.6% | -11.9% |
| 1Y | +5.7% | +220.0% | -214.3% | -6.9% |
| All | +5.7% | +226.2% | -220.5% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling