+175.0%
SIMO vs CAPR
+151.3%
+23.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.9% | +8.2% | -1.5% |
| 7D | -16.0% | +7.6% | -23.7% | -16.2% |
| 30D | -35.8% | +13.3% | -49.0% | -36.0% |
| 3M | -26.5% | +130.4% | -156.9% | -28.0% |
| 6M | -33.0% | -70.8% | +37.8% | -32.4% |
| YTD | +84.3% | -69.3% | +153.6% | +85.4% |
| 1Y | +82.0% | +59.5% | +22.4% | +70.1% |
| 3Y | +218.5% | +216.8% | +1.7% | +172.9% |
| 5Y | +175.0% | +152.7% | +22.3% | +134.7% |
| All | +175.0% | +151.3% | +23.8% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling