The SIP Timing Paradox

30 Investors · 30 Different Days · ₹10,000/month · Real Nifty 50 Prices

7,543 Trading Days · Actual Daily Cash Flows Returns = XIRR, Not CAGR

Section 1

The 20-Person Experiment

Each of the 30 investors puts in ₹10,000/month on a different calendar day. Adjust the monthly SIP to scale all results.

Monthly SIP ₹

Scales proportionally · 20 Years · Nifty 50

Average Corpus

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Across all 30 days

Best vs Worst Spread

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XIRR Range

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Across all 30 scenarios

Total Invested

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A Note on the Current Window

As of April 2026, the Nifty 50 is trading below its usual cyclical peaks on account of ongoing geopolitical tensions affecting Indian equities. The XIRRs shown above capture this window ending at temporarily depressed valuations, not a long-run regime estimate.

Across full market cycles, long-term Nifty SIP returns have historically averaged ~12% per annum. The 30-year window in this tool reflects that figure (12.0% across all 30 days). The 20-year window reads ~10.5% because its endpoint sits in the current dip; if Nifty mean-reverts to trend over the coming quarters, the same window's XIRR would rise materially.

This does not change the paradox the tool demonstrates: day-of-month is a non-variable. What matters is being present through the cycle, especially when valuations are temporarily below trend, as they are now.

Final Corpus by SIP Start Day — 20 Years

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XIRR Distribution — All 30 Days

All 30 Scenarios

SIP Day	Total Invested	Final Corpus	Total Gain	Total Return	XIRR	vs Average

Section 2

Your Personal SIP Calculator

Choose your SIP date and monthly amount to see your own 20-year outcome.

What Would Your SIP Have Built?

Nifty 50 actual daily prices · XIRR methodology

My SIP Date

Next trading day used if this falls on a holiday

My Monthly Amount (₹)

Scales from actual Nifty 50 data

Your 20-Year Corpus

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Total Invested

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Your Total Gain

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Corpus Growth — Year by Year (XIRR-based)

📚 Companion research & tools

The SIP Timing Paradox — Research Paper

The essay companion to this calculator. Walks through why day-of-month is a non-variable, the empirical proof at 10/20/30 years, and what variables actually move long-term outcomes. Compounding Lab Paper 7.

SIP Scenario Simulator

This tool varies the calendar day on real Nifty data. The Scenario Simulator varies the entire market regime (Steady, Patient, Volatile, Early Boom). Two views of the same SIP question.

SIP Frequency Comparison

Same logic at a different axis: this tool varies day-of-month, the Frequency tool varies cadence (Monthly vs Weekly vs Daily). Both demonstrate that micro-timing is a non-variable.

Perfect Timing vs Perfect Mistiming

A stress test: an oracle who buys the cheapest day each month vs a demon who buys the most expensive vs a 15th-of-month investor. Even perfect within-month timing barely moves the needle.

Companion Calculator

Investment Calculator

Smooth-CAGR projection on the same inputs. Compare the textbook 12% line to what 30 years of actual Nifty 50 prices delivered.

Volatility: Hope for New Investors

If start-day doesn't matter, what does? Entry NAV. New investors entering a corrected fund pay less per unit than smooth-fund counterfactuals.

HOLD vs INFUSE vs SIP

Three actions through one crash. The mechanism (SIP) wins because the decision is pre-committed, just like the calendar-day choice doesn't matter once the SIP is running.

Duration Matters More Than Magnitude

The same logic at a different scale: depth of crash matters less than time spent recovering. Duration is the variable that matters; small day-of-month timing isn't.

The Forced Bounce

Why the recovery is mathematical, not luck. The reason a 30-year SIP delivers ~12% regardless of start day is the same reason crashes recover: the math is owed.

The Coil Principle™

Units accumulated × surge magnitude. Across 30 years, the unit base built by ~360 monthly SIPs outweighs any difference from which day they fired.

The Behavior Tax

The cost of acting on small signals. Investors who agonise over SIP date are paying attention to a variable worth ~0.1% IRR. The behaviours that hurt are bigger: exiting, pausing, restarting.

The Three Actions Under a Crash

HOLD, INFUSE, or SIP. The day-of-month problem is a microcosm: pre-committed mechanisms beat moment-of-decision willpower at every scale.

The SIP Capacitor

SIPs store volatility like capacitors store charge. The day-of-month choice is choosing which microsecond to read the meter, and the charge is the same.

The 50-Day Phenomenon

78% of best days fall during drawdowns. SIP-through-everything (any day of month) captures them by default. Date-of-month worry is the wrong worry.

The Convergence Lab

Calculator-promised CAGR vs Nifty reality. This tool is the empirical sibling: what 30 years of actual prices produced for 30 different start days.