+59.6%
SYF vs SIMO
+184.2%
-124.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -3.3% | +14.9% | -18.1% | -5.0% |
| 30D | -2.2% | -27.0% | +24.8% | +1.1% |
| 3M | -9.3% | -25.4% | +16.0% | -7.5% |
| 6M | +2.1% | -30.3% | +32.3% | +2.6% |
| YTD | -12.6% | +95.8% | -108.4% | -32.1% |
| 1Y | -3.4% | +100.0% | -103.5% | -25.5% |
| 3Y | +156.5% | +238.3% | -81.8% | +66.1% |
| 5Y | +59.6% | +187.6% | -128.0% | +1.5% |
| All | +59.6% | +184.2% | -124.6% | +1.5% |
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 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