-5.3%
SYK vs SIMO
+94.5%
-99.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -9.6% | +19.0% | +8.5% |
| 7D | +11.7% | -16.9% | +28.6% | +10.3% |
| 30D | +19.1% | -35.4% | +54.5% | +15.6% |
| 3M | +1.4% | -31.9% | +33.3% | -0.5% |
| 6M | +17.4% | -19.3% | +36.8% | +15.5% |
| YTD | -2.5% | +98.5% | -101.0% | -8.7% |
| 1Y | -5.3% | +100.5% | -105.8% | -11.2% |
| All | -5.3% | +94.5% | -99.8% | -11.2% |
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