+481.4%
SIMO vs CAPR
-75.3%
+556.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +8.7% |
| 7D | +4.2% | -2.0% | +6.2% | +4.3% |
| 30D | +4.1% | +139.2% | -135.1% | +2.0% |
| 3M | -12.9% | -66.4% | +53.5% | -12.1% |
| 6M | +110.3% | -63.1% | +173.5% | +111.5% |
| YTD | +178.6% | -67.4% | +246.0% | +180.6% |
| 1Y | +220.0% | +58.2% | +161.7% | +198.7% |
| 3Y | +409.0% | +42.2% | +366.8% | +363.0% |
| 5Y | +277.3% | +87.3% | +190.1% | +236.8% |
| All | +481.4% | -75.3% | +556.7% | +421.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling