SIMPLIFY US EQUITY PLUS CONVEXITY ETF
Symbol: SPYC
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 03/09/2020
Latest date: 02/06/2026
Current price: $46.26
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
6.40%
Ann. -45.56% (Sharpe / Sortino numerator)
Volatility
13.65%
Sharpe ratio
-3.603
VaR 95%
-1.35%
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
10.39%
Ann. -25.77% (Sharpe / Sortino numerator)
Volatility
14.50%
Sharpe ratio
-2.028
VaR 95%
-1.44%
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
7.87%
Ann. -14.52% (Sharpe / Sortino numerator)
Volatility
16.03%
Sharpe ratio
-1.133
VaR 95%
-1.51%
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
18.61%
Ann. 13.85% (Sharpe / Sortino numerator)
Volatility
26.11%
Sharpe ratio
0.392
VaR 95%
-1.66%
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
35.71%
Ann. 8.15% (Sharpe / Sortino numerator)
Volatility
22.73%
Sharpe ratio
0.199
VaR 95%
-2.08%
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
70.54%
Ann. 15.25% (Sharpe / Sortino numerator)
Volatility
20.03%
Sharpe ratio
0.580
VaR 95%
-1.66%
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: 02/06/2025 - 02/06/2026.
Average daily return
0.073%
Best day
2.838%
Worst day
-3.249%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/06/2026 | $46.19 | $46.35 | $46.19 | $46.26 | 2,600 |
| 01/06/2026 | $46.07 | $46.39 | $46.01 | $46.28 | 4,000 |
| 29/05/2026 | $46.02 | $46.19 | $45.98 | $46.10 | 5,800 |
| 28/05/2026 | $45.85 | $46.07 | $45.85 | $46.05 | 4,000 |
| 27/05/2026 | $45.73 | $45.73 | $45.49 | $45.68 | 85,700 |
| 26/05/2026 | $45.83 | $45.83 | $45.58 | $45.69 | 5,100 |
| 22/05/2026 | $45.54 | $45.57 | $45.25 | $45.35 | 1,700 |
| 21/05/2026 | $44.86 | $45.29 | $44.86 | $45.16 | 5,500 |
| 20/05/2026 | $45.10 | $45.20 | $45.04 | $45.20 | 7,000 |
| 19/05/2026 | $44.41 | $44.79 | $44.39 | $44.43 | 4,300 |