+227.4%
SIMO vs CAPR
+242.0%
-14.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.4% | -3.8% | +5.5% |
| 7D | -8.2% | +36.0% | -44.2% | -8.7% |
| 30D | -34.6% | +25.8% | -60.4% | -34.9% |
| 3M | -32.6% | +140.8% | -173.5% | -33.9% |
| 6M | -31.8% | -67.6% | +35.8% | -31.4% |
| YTD | +87.6% | -65.9% | +153.5% | +88.2% |
| 1Y | +86.7% | +66.1% | +20.6% | +75.8% |
| 3Y | +227.4% | +256.9% | -29.4% | +176.5% |
| All | +227.4% | +242.0% | -14.6% | +176.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling