+333.1%
SLV vs SIMO
+2,341.8%
-2,008.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -1.9% |
| 7D | -0.3% | +4.2% | -4.6% | -0.7% |
| 30D | +6.7% | +4.1% | +2.6% | +6.0% |
| 3M | -10.7% | -12.9% | +2.2% | -10.5% |
| 6M | -20.6% | +110.3% | -130.9% | -26.9% |
| YTD | -7.1% | +178.6% | -185.7% | -16.7% |
| 1Y | +62.0% | +220.0% | -158.0% | +43.3% |
| 3Y | +169.8% | +409.0% | -239.2% | +127.8% |
| 5Y | +161.5% | +277.3% | -115.9% | +122.4% |
| 10Y | +224.4% | +506.6% | -282.2% | +159.2% |
| All | +333.1% | +2,341.8% | -2,008.7% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling