+167.6%
SYK vs SIMO
+557.5%
-389.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.5% |
| 7D | -12.3% | +12.5% | -24.9% | -13.5% |
| 30D | -22.4% | +18.4% | -40.9% | -24.1% |
| 3M | -12.3% | +5.6% | -17.9% | -14.6% |
| 6M | -24.3% | +116.9% | -141.2% | -35.2% |
| YTD | -22.8% | +188.4% | -211.2% | -37.5% |
| 1Y | -28.8% | +221.3% | -250.0% | -43.8% |
| 3Y | -4.0% | +438.6% | -442.5% | -32.6% |
| 5Y | +3.8% | +287.9% | -284.1% | -25.2% |
| All | +167.6% | +557.5% | -389.9% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling