+164.7%
SLV vs SIMO
+395.4%
-230.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.3% |
| 7D | +3.7% | -16.0% | +19.7% | +5.4% |
| 30D | -15.2% | -35.8% | +20.6% | -11.4% |
| 3M | -21.8% | -26.5% | +4.7% | -19.8% |
| 6M | -36.3% | -33.0% | -3.3% | -34.9% |
| YTD | -27.8% | +84.3% | -112.2% | -35.0% |
| 1Y | +1.5% | +82.0% | -80.5% | -8.5% |
| 3Y | +128.5% | +218.5% | -90.0% | +91.3% |
| 5Y | +103.2% | +175.0% | -71.8% | +68.9% |
| 10Y | +164.7% | +407.5% | -242.8% | +105.2% |
| All | +164.7% | +395.4% | -230.7% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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