+139.5%
LLY vs SLV
+131.2%
+8.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | +1.4% | -1.1% | +2.4% | +1.4% |
| 30D | +21.5% | -14.2% | +35.7% | +22.8% |
| 3M | +18.5% | -20.3% | +38.8% | +20.3% |
| 6M | +49.1% | -40.2% | +89.3% | +55.0% |
| YTD | +34.4% | -27.6% | +62.0% | +34.9% |
| 1Y | +46.3% | +0.4% | +45.9% | +41.2% |
| All | +139.5% | +131.2% | +8.3% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling