-33.3%
SIMO vs CAPR
-72.8%
+39.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +3.9% |
| 7D | -22.0% | +41.1% | -63.1% | -23.6% |
| 30D | -43.0% | +11.1% | -54.2% | -43.4% |
| 3M | -39.1% | +115.3% | -154.5% | -43.2% |
| 6M | -33.3% | -73.8% | +40.5% | -26.9% |
| All | -33.3% | -72.8% | +39.6% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling