+408.0%
SIMO vs CAPR
-64.9%
+473.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.4% | -3.8% | +5.5% |
| 7D | -8.5% | +36.0% | -44.5% | -9.0% |
| 30D | -34.8% | +25.8% | -60.6% | -35.2% |
| 3M | -32.8% | +140.8% | -173.7% | -34.3% |
| 6M | -32.0% | -67.6% | +35.5% | -31.5% |
| YTD | +87.0% | -65.9% | +152.9% | +87.9% |
| 1Y | +86.1% | +66.1% | +20.0% | +73.4% |
| 3Y | +226.4% | +256.9% | -30.5% | +191.2% |
| 5Y | +172.1% | +172.1% | 0.0% | +140.8% |
| 10Y | +408.0% | -64.7% | +472.7% | +342.4% |
| All | +408.0% | -64.9% | +473.0% | +342.4% |
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