+84.6%
SIMO vs CAPR
+64.2%
+20.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.4% | -3.8% | +5.6% |
| 7D | -8.5% | +36.0% | -44.5% | -8.8% |
| 30D | -34.8% | +25.8% | -60.6% | -35.0% |
| 3M | -32.8% | +140.8% | -173.7% | -33.6% |
| 6M | -32.0% | -67.6% | +35.5% | -31.9% |
| YTD | +87.0% | -65.9% | +152.9% | +87.1% |
| All | +84.6% | +64.2% | +20.5% | +79.7% |
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