SimReturns: Portfolio Analytics & SIP Backtester
Domains
Tech Stack
Project Summary
Abstract
SimReturns is a professional-grade portfolio analytics dashboard built with Streamlit for investors who want more than a simple SIP calculator. The app lets users configure custom portfolios, assign weights, choose a benchmark from the selected assets, and replay long-term investing scenarios using historical market data from Yahoo Finance.
The core workflow is centered on realistic SIP backtesting. Users can simulate annual step-ups, compare live portfolio and benchmark XIRR, inspect dual wealth-growth charts, and review calendar-year win or loss scorecards instead of relying on one summary return number. That makes the dashboard useful for asking whether a strategy merely looks good on average or actually holds up across different market environments.
What makes the project especially strong is the data engine behind the visuals. It supports arbitrary Yahoo Finance tickers, caches downloaded data locally, refreshes stale files automatically, fills missing days for continuous calculations, and applies a rolling-median outlier filter to scrub bad ticks that often appear in free data feeds. The result is a cleaner, more trustworthy lens on long-horizon performance and risk.
What I Built
- The dashboard combined SIP simulation with benchmark-aware XIRR, rolling CAGR, and calendar-year scorecards instead of relying on one headline return.
- Local caching, missing-data repair, and outlier cleaning materially improved the quality of free Yahoo Finance data for analysis.
Impact
- Created a decision-ready investing tool that helps users test whether a strategy actually holds up across regimes.
- Shows strong crossover between analytics engineering, financial reasoning, and lightweight product delivery.
Page Info
Step-Up SIP and Benchmark Engine
Simulates monthly SIP contributions with optional annual step-ups, tracks portfolio and benchmark growth side by side, and calculates live XIRR plus performance delta so investors can see whether the strategy is actually adding value.
Risk, Diversification, and Drawdown Lens
Goes beyond headline returns with a correlation matrix, Sharpe Ratio, maximum drawdown, and upside or downside capture ratios to show how the portfolio behaves across rallies, corrections, and concentrated exposures.
Rolling Returns and Calendar-Year Scorecards
Visualizes 3-year, 5-year, and 10-year rolling CAGR trends alongside yearly portfolio-versus-benchmark scorecards, making it easier to set realistic expectations and spot regimes where the strategy consistently wins or lags.
