+596.0%
SIMO vs PSLV
+190.6%
+405.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.3% | +7.0% | +7.2% |
| 7D | +11.0% | -3.5% | +14.5% | +12.0% |
| 30D | +17.9% | -2.1% | +20.0% | +18.4% |
| 3M | +3.9% | -1.6% | +5.5% | +3.8% |
| 6M | +131.0% | -25.5% | +156.5% | +144.3% |
| YTD | +209.3% | -11.4% | +220.7% | +202.5% |
| 1Y | +223.8% | +48.6% | +175.2% | +174.5% |
| 3Y | +479.2% | +166.9% | +312.4% | +323.9% |
| 5Y | +316.0% | +152.4% | +163.6% | +205.7% |
| All | +596.0% | +190.6% | +405.5% | +348.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling