+204.6%
SYF vs SIMO
+434.7%
-230.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.7% |
| 7D | -4.7% | -8.5% | +3.8% | -3.6% |
| 30D | +0.6% | -34.8% | +35.4% | +7.5% |
| 3M | -6.8% | -32.8% | +26.0% | -2.4% |
| 6M | +0.5% | -32.0% | +32.6% | +1.9% |
| YTD | -11.1% | +87.0% | -98.2% | -32.8% |
| 1Y | +1.3% | +86.1% | -84.8% | -23.4% |
| 3Y | +164.6% | +226.4% | -61.8% | +65.9% |
| 5Y | +65.2% | +172.1% | -107.0% | +3.6% |
| 10Y | +204.6% | +408.0% | -203.4% | +53.5% |
| All | +204.6% | +434.7% | -230.1% | +53.5% |
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