-22.3%
SYK vs SIMO
+226.2%
-248.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -1.0% |
| 7D | -8.3% | +4.2% | -12.6% | -8.1% |
| 30D | -10.1% | +4.1% | -14.1% | -9.6% |
| 3M | +0.9% | -12.9% | +13.8% | +0.9% |
| 6M | -20.2% | +110.3% | -130.5% | -21.6% |
| YTD | -13.3% | +178.6% | -191.9% | -17.1% |
| 1Y | -22.3% | +220.0% | -242.3% | -28.7% |
| All | -22.3% | +226.2% | -248.6% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling