+100.5%
SIMO vs CAPR
+47.4%
+53.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +8.3% | -17.8% | -9.7% |
| 7D | -16.9% | +43.2% | -60.1% | -17.2% |
| 30D | -35.4% | +14.7% | -50.0% | -35.5% |
| 3M | -31.9% | +113.9% | -145.8% | -32.5% |
| 6M | -19.3% | -73.4% | +54.1% | -19.0% |
| YTD | +98.5% | -69.1% | +167.6% | +98.8% |
| 1Y | +100.5% | +47.2% | +53.3% | +95.3% |
| All | +100.5% | +47.4% | +53.1% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling