-29.8%
SYK vs SIMO
+216.2%
-246.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -2.3% |
| 7D | -12.3% | +12.5% | -24.9% | -11.6% |
| 30D | -22.4% | +18.4% | -40.9% | -21.4% |
| 3M | -12.3% | +5.6% | -17.9% | -11.9% |
| 6M | -24.3% | +116.9% | -141.2% | -25.1% |
| YTD | -22.8% | +188.4% | -211.2% | -25.4% |
| All | -29.8% | +216.2% | -246.0% | -32.1% |
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 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