-7.2%
SYK vs SIMO
+443.5%
-450.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.9% |
| 7D | -12.3% | +12.5% | -24.9% | -12.4% |
| 30D | -22.4% | +18.4% | -40.9% | -22.5% |
| 3M | -12.3% | +5.6% | -17.9% | -13.0% |
| 6M | -24.3% | +116.9% | -141.2% | -30.3% |
| YTD | -22.8% | +188.4% | -211.2% | -32.2% |
| 1Y | -28.8% | +221.3% | -250.0% | -38.9% |
| All | -7.2% | +443.5% | -450.7% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling