+122.3%
SLV vs SIMO
+214.6%
-92.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.7% |
| 7D | +5.1% | -22.0% | +27.1% | +8.0% |
| 30D | -12.9% | -43.0% | +30.1% | -6.9% |
| 3M | -16.1% | -39.1% | +23.1% | -11.5% |
| 6M | -33.2% | -33.3% | +0.1% | -31.3% |
| YTD | -27.2% | +77.0% | -104.2% | -37.5% |
| 1Y | +7.6% | +73.0% | -65.4% | -7.2% |
| 3Y | +122.3% | +215.7% | -93.4% | +70.2% |
| All | +122.3% | +214.6% | -92.2% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling