+3.8%
SYK vs SIMO
+287.2%
-283.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.8% |
| 7D | -12.3% | +12.5% | -24.9% | -12.8% |
| 30D | -22.4% | +18.4% | -40.9% | -23.2% |
| 3M | -12.3% | +5.6% | -17.9% | -13.6% |
| 6M | -24.3% | +116.9% | -141.2% | -31.9% |
| YTD | -22.8% | +188.4% | -211.2% | -33.6% |
| 1Y | -28.8% | +221.3% | -250.0% | -40.0% |
| 3Y | -4.0% | +438.6% | -442.5% | -26.8% |
| 5Y | +3.8% | +287.9% | -284.1% | -17.3% |
| All | +3.8% | +287.2% | -283.3% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling