We show a comparison of the SLV v RS-DMRP December 2000 5th 95th Percentiles. Click on graph to see enlarged clearer version where writing is distinct.
Comparison of SLV to RS-DMRP for December 2000 Start Date US Treasury 5th 95th percentile
One notes the SLV model as calibrated does not deal well with the zero interest rate bound monetary policy, i.e. keeping the short term rate close to zero.