+158.7%
SYF vs SIMO
+248.6%
-89.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.7% | -8.2% | -0.4% |
| 7D | -3.6% | +0.9% | -4.5% | -3.8% |
| 30D | -1.7% | -25.4% | +23.7% | +0.7% |
| 3M | -7.8% | -17.8% | +10.0% | -7.4% |
| 6M | +3.4% | -29.6% | +32.9% | +3.5% |
| YTD | -12.2% | +100.3% | -112.5% | -33.3% |
| 1Y | -1.6% | +100.4% | -101.9% | -25.4% |
| All | +158.7% | +248.6% | -89.8% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling