SIMPLIFY US EQUITY PLUS UPSIDE CONVEXITY ETF
Symbol: SPUC
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 03/09/2020
Latest date: 15/10/2026
Current price: $49.15
Expense ratio: 0.53%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.97%
Ann. -37.20% (Sharpe / Sortino numerator)
Volatility
19.13%
Sharpe ratio
-2.134
VaR 95%
-1.73%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
2.25%
Ann. -14.55% (Sharpe / Sortino numerator)
Volatility
17.73%
Sharpe ratio
-1.025
VaR 95%
-1.75%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
10.24%
Ann. -9.75% (Sharpe / Sortino numerator)
Volatility
19.17%
Sharpe ratio
-0.698
VaR 95%
-2.13%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
13.89%
Ann. 24.67% (Sharpe / Sortino numerator)
Volatility
26.42%
Sharpe ratio
0.796
VaR 95%
-2.22%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
32.19%
Ann. 12.71% (Sharpe / Sortino numerator)
Volatility
24.41%
Sharpe ratio
0.372
VaR 95%
-2.34%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
91.13%
Ann. 20.91% (Sharpe / Sortino numerator)
Volatility
21.92%
Sharpe ratio
0.788
VaR 95%
-2.11%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.057%
Best day
3.008%
Worst day
-3.078%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $48.82 | $49.18 | $48.63 | $49.15 | 25,300 |
| 14/10/2026 | $49.39 | $49.42 | $48.93 | $49.37 | 16,800 |
| 13/10/2026 | $49.53 | $49.62 | $49.44 | $49.58 | 31,700 |
| 12/10/2026 | $49.68 | $49.68 | $49.51 | $49.64 | 25,400 |
| 09/10/2026 | $49.48 | $49.72 | $49.39 | $49.63 | 37,900 |
| 08/10/2026 | $49.38 | $49.48 | $49.23 | $49.37 | 23,800 |
| 07/10/2026 | $49.46 | $49.59 | $49.27 | $49.59 | 30,700 |
| 06/10/2026 | $49.59 | $49.84 | $49.56 | $49.77 | 21,100 |
| 05/10/2026 | $49.04 | $49.45 | $48.95 | $49.32 | 33,000 |
| 02/10/2026 | $48.88 | $49.16 | $48.88 | $49.07 | 37,600 |