+388.8%
SIMO vs PSLV
+142.8%
+246.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -5.0% |
| 7D | +4.1% | -6.3% | +10.4% | +5.9% |
| 30D | -24.0% | -12.7% | -11.3% | -21.2% |
| 3M | -31.8% | -24.7% | -7.0% | -26.6% |
| 6M | -36.9% | -44.6% | +7.7% | -27.6% |
| YTD | +84.8% | -33.3% | +118.1% | +94.3% |
| 1Y | +99.0% | -8.6% | +107.6% | +91.3% |
| 3Y | +217.9% | +108.2% | +109.8% | +146.4% |
| 5Y | +171.5% | +79.1% | +92.4% | +116.0% |
| All | +388.8% | +142.8% | +246.0% | +223.5% |
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