+22.3%
BABA vs SLV
+166.2%
-143.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +8.6% | -0.7% | +9.3% | +8.7% |
| 30D | -1.1% | -15.4% | +14.3% | +2.4% |
| 3M | -15.9% | -16.3% | +0.4% | -13.0% |
| 6M | -17.5% | -28.8% | +11.3% | -12.0% |
| YTD | -25.6% | -27.1% | +1.6% | -23.6% |
| 1Y | -33.8% | +7.5% | -41.3% | -38.3% |
| 3Y | +34.6% | +121.2% | -86.5% | +6.1% |
| 5Y | -27.7% | +110.0% | -137.6% | -43.1% |
| 10Y | +17.7% | +168.8% | -151.1% | -15.1% |
| All | +22.3% | +166.2% | -143.9% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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