+409.6%
SIMO vs CAPR
-64.9%
+474.6%
-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 | -8.2% | +36.0% | -44.2% | -8.8% |
| 30D | -34.6% | +25.8% | -60.4% | -35.0% |
| 3M | -32.6% | +140.8% | -173.5% | -34.1% |
| 6M | -31.8% | -67.6% | +35.8% | -31.3% |
| YTD | +87.6% | -65.9% | +153.5% | +88.5% |
| 1Y | +86.7% | +66.1% | +20.6% | +74.0% |
| 3Y | +227.4% | +256.9% | -29.4% | +192.1% |
| 5Y | +173.0% | +172.1% | +0.9% | +141.6% |
| 10Y | +409.6% | -64.7% | +474.3% | +343.8% |
| All | +409.6% | -64.9% | +474.6% | +343.8% |
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