+1,058.5%
SIMO vs CAPR
-99.1%
+1,157.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +4.1% |
| 7D | -22.0% | +41.1% | -63.1% | -22.5% |
| 30D | -43.0% | +11.1% | -54.2% | -43.2% |
| 3M | -39.1% | +115.3% | -154.5% | -40.2% |
| 6M | -33.3% | -73.8% | +40.5% | -32.6% |
| YTD | +77.0% | -68.8% | +145.8% | +78.0% |
| 1Y | +73.0% | +43.3% | +29.7% | +63.0% |
| 3Y | +215.7% | +214.7% | +1.0% | +187.6% |
| 5Y | +155.6% | +141.3% | +14.4% | +131.4% |
| 10Y | +388.4% | -67.0% | +455.4% | +325.0% |
| All | +1,058.5% | -99.1% | +1,157.6% | +864.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling