+66.5%
SYF vs SIMO
+154.7%
-88.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.0% |
| 7D | -2.1% | -22.0% | +19.9% | +0.7% |
| 30D | +2.5% | -43.0% | +45.6% | +9.4% |
| 3M | -6.3% | -39.1% | +32.9% | -1.7% |
| 6M | -1.5% | -33.3% | +31.8% | -0.7% |
| YTD | -10.5% | +77.0% | -87.5% | -29.5% |
| 1Y | +1.5% | +73.0% | -71.5% | -19.7% |
| 3Y | +163.3% | +215.7% | -52.4% | +71.9% |
| All | +66.5% | +154.7% | -88.2% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling