+111.5%
SIMO vs PSLV
-20.9%
+132.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.2% | +9.9% | +9.0% |
| 7D | +4.2% | -0.6% | +4.9% | +4.4% |
| 30D | +4.1% | +7.3% | -3.2% | +1.9% |
| 3M | -12.9% | -7.4% | -5.5% | -12.4% |
| All | +111.5% | -20.9% | +132.4% | +118.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling