+270.1%
SIMO vs CAPR
+84.7%
+185.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +8.7% |
| 7D | +4.2% | -2.0% | +6.2% | +4.3% |
| 30D | +4.1% | +139.2% | -135.1% | +2.0% |
| 3M | -12.9% | -66.4% | +53.5% | -12.1% |
| 6M | +110.3% | -63.1% | +173.5% | +111.4% |
| YTD | +178.6% | -67.4% | +246.0% | +180.4% |
| 1Y | +220.0% | +58.2% | +161.7% | +199.2% |
| 3Y | +409.0% | +42.2% | +366.8% | +348.8% |
| All | +270.1% | +84.7% | +185.4% | +207.8% |
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 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