+175.8%
SLV vs SIMO
+394.4%
-218.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -1.6% |
| 7D | -5.8% | +4.1% | -10.0% | -6.3% |
| 30D | -12.1% | -24.0% | +11.8% | -9.9% |
| 3M | -24.1% | -31.8% | +7.6% | -21.6% |
| 6M | -44.4% | -36.9% | -7.5% | -42.7% |
| YTD | -31.5% | +84.8% | -116.3% | -38.4% |
| 1Y | -6.9% | +99.0% | -105.9% | -17.0% |
| 3Y | +116.0% | +217.9% | -101.9% | +80.4% |
| 5Y | +88.4% | +171.5% | -83.0% | +56.3% |
| All | +175.8% | +394.4% | -218.6% | +110.5% |
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