The SIP Frequency Question

Monthly · Weekly · Daily · Same Total Spend · Real Nifty 50 Prices

Loading data … Returns = XIRR, Not CAGR
Section 1
Three Investors, Three Frequencies, One Market
All three invest the same total amount per month — one as a single monthly SIP, one split across weekly contributions, one drip-fed every trading day. Same simulated Nifty path. Adjust the monthly budget to scale; shuffle the path to see variance.
Real Nifty 50 daily closes · …
Monthly SIP — Final Corpus
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XIRR —
Weekly SIP — Final Corpus
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XIRR —
Daily SIP — Final Corpus
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XIRR —
Best−Worst Spread
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Why the gap is small
Rupee-cost averaging's benefit is concave — the first 12 buys/year capture most of the smoothing; going from 12 to 52 to ~252 buys adds diminishing slivers. Across 20+ years, frequency choice typically moves XIRR by 5–15 basis points. What actually moves outcomes is duration, amount, and step-up, not frequency.

This calculator runs on actual daily Nifty 50 closes — over 7,500 trading days going back to November 1995. Toggle horizons to see the same three frequencies on three different real-data windows.
Corpus Growth — Year by Year
Three frequencies on the same actual Nifty 50 path. Lines overlap by design.
Final Corpus — By Frequency
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Side-by-Side Numbers
Frequency Per Contribution # Contributions Total Invested Avg Buy NAV Final Corpus Total Gain XIRR

📚 Companion research & tools

Sister Tool
The SIP Timing Paradox
Same thesis at a different axis: 30 investors, 30 different calendar days, same monthly amount. Day-of-month is a non-variable; frequency is too.
Sister Tool
Perfect Timing vs Perfect Mistiming
Stress test the timing thesis: best-day vs worst-day vs 15th-of-month SIP on real Nifty data. Even an oracle barely beats a fixed-date SIP.
Anchor Paper
The SIP Timing Paradox — Research Paper
Walks through why micro-timing decisions don't move long-term outcomes. Frequency choice follows the same logic: a pre-committed mechanism, not a moment-of-decision optimisation.
Sister Tool
SIP Scenario Simulator
Vary the entire market regime (Steady, Patient, Volatile, Early Boom). Pairs naturally with this tool: regime moves outcomes; frequency does not.
Companion Calculator
Investment Calculator
Smooth-CAGR projection on the same inputs. The textbook 12% line vs what 30 years of volatile prices actually deliver across three frequencies.
Calculator
SIP Convergence Verifier
Does the SIP calculator's smooth assumption match Nifty actuals? Same question, monthly cadence — the convergence story.
Research Paper
The SIP Capacitor
SIPs store volatility like capacitors store charge. Sampling rate (frequency) doesn't change the charge — only how finely you observe it.
Research Paper
The Coil Principle™
Units accumulated × surge magnitude. Across 20+ years the unit base swamps frequency-based differences in entry NAV.
Research Paper
The Behavior Tax
Investors who switch frequency to chase optimisation pay a behaviour tax. The calculator-quantified gain is bps; the friction cost is much larger.
Calculator
Wealth Calculator
The variables that do matter: monthly amount, step-up, duration. Each lever moves the corpus by lakhs — orders of magnitude more than frequency.
Calculator
The Longevity Strategy
Duration is the single biggest lever. Five extra years of any frequency dwarfs the gap between all three frequencies.
Calculator
Duration Matters More Than Magnitude
Same logic at a different scale: time spent recovering matters more than the depth of the dip. Frequency is a magnitude-of-action question; duration is the dominant variable.
Research Paper
The Convergence Lab
Calculator-promised CAGR vs market reality. Frequency is a sub-decision inside this larger question: does smoother sampling change the outcome? Empirically, no.