+218.5%
SYF vs SIMO
+379.7%
-161.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.2% |
| 7D | -2.1% | -22.0% | +19.9% | +1.8% |
| 30D | +2.5% | -43.0% | +45.6% | +12.2% |
| 3M | -6.3% | -39.1% | +32.9% | +0.1% |
| 6M | -1.5% | -33.3% | +31.8% | 0.0% |
| YTD | -10.5% | +77.0% | -87.5% | -31.6% |
| 1Y | +1.5% | +73.0% | -71.5% | -22.1% |
| 3Y | +163.3% | +215.7% | -52.4% | +65.7% |
| 5Y | +66.8% | +155.6% | -88.9% | +5.8% |
| All | +218.5% | +379.7% | -161.2% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling