+175.9%
SLV vs SIMO
+436.4%
-260.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +2.1% |
| 7D | +5.6% | -8.2% | +13.8% | +6.3% |
| 30D | -12.1% | -34.6% | +22.5% | -8.4% |
| 3M | -16.3% | -32.6% | +16.3% | -13.5% |
| 6M | -34.1% | -31.8% | -2.2% | -32.7% |
| YTD | -25.3% | +87.6% | -112.9% | -32.8% |
| 1Y | +9.6% | +86.7% | -77.1% | -1.4% |
| 3Y | +132.7% | +227.4% | -94.8% | +94.3% |
| 5Y | +113.7% | +173.0% | -59.3% | +77.7% |
| 10Y | +175.9% | +409.6% | -233.8% | +113.6% |
| All | +175.9% | +436.4% | -260.5% | +113.6% |
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