SIMPLIFY US EQUITY PLUS CONVEXITY ETF
Symbol: SPYC
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 03/09/2020
Latest date: 15/10/2026
Current price: $45.66
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
0.94%
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
-0.27%
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
8.06%
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
8.54%
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
21.88%
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
65.86%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.038%
Best day
4.508%
Worst day
-2.884%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $45.29 | $45.70 | $45.29 | $45.66 | 3,800 |
| 14/10/2026 | $45.77 | $45.77 | $45.46 | $45.46 | 400 |
| 13/10/2026 | $46.28 | $46.32 | $46.09 | $46.31 | 10,400 |
| 12/10/2026 | $46.42 | $46.49 | $46.24 | $46.31 | 4,000 |
| 09/10/2026 | $46.41 | $46.52 | $46.41 | $46.52 | 1,100 |
| 08/10/2026 | $46.16 | $46.28 | $45.88 | $46.06 | 8,600 |
| 07/10/2026 | $46.28 | $46.56 | $46.19 | $46.50 | 3,100 |
| 06/10/2026 | $47.07 | $47.18 | $46.92 | $47.18 | 5,600 |
| 05/10/2026 | $46.26 | $46.65 | $46.26 | $46.48 | 4,500 |
| 02/10/2026 | $45.97 | $46.02 | $45.95 | $46.02 | 1,500 |