+99.0%
SIMO vs CAPR
+63.5%
+35.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.9% | +1.3% | -5.5% |
| 7D | +4.1% | +5.9% | -1.8% | +4.0% |
| 30D | -24.0% | +44.6% | -68.6% | -24.3% |
| 3M | -31.8% | +126.4% | -158.1% | -32.5% |
| 6M | -36.9% | -68.6% | +31.7% | -36.8% |
| YTD | +84.8% | -67.0% | +151.8% | +84.9% |
| 1Y | +99.0% | +65.2% | +33.8% | +93.7% |
| All | +99.0% | +63.5% | +35.5% | +93.7% |
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