+130.8%
JPM vs SLV
+113.8%
+17.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +2.0% |
| 7D | +0.4% | +5.6% | -5.2% | -0.1% |
| 30D | +2.7% | -12.1% | +14.9% | +3.8% |
| 3M | -3.8% | -16.3% | +12.4% | -2.5% |
| 6M | +14.3% | -34.1% | +48.4% | +18.0% |
| YTD | +8.2% | -25.3% | +33.5% | +7.5% |
| 1Y | +11.0% | +9.6% | +1.4% | +4.6% |
| 3Y | +152.7% | +132.7% | +20.0% | +112.3% |
| 5Y | +130.8% | +113.7% | +17.1% | +80.8% |
| All | +130.8% | +113.8% | +17.1% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling