+351.9%
SIVR vs SPY
+972.5%
-620.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -0.3% | +0.1% | -0.5% | -0.4% |
| 30D | +6.7% | +0.1% | +6.7% | +6.7% |
| 3M | -10.6% | +2.0% | -12.6% | -11.2% |
| 6M | -20.4% | +13.0% | -33.5% | -24.1% |
| YTD | -7.0% | +13.5% | -20.5% | -11.2% |
| 1Y | +62.3% | +20.0% | +42.3% | +51.6% |
| 3Y | +171.6% | +77.2% | +94.4% | +116.9% |
| 5Y | +164.0% | +81.9% | +82.1% | +106.4% |
| 10Y | +231.1% | +314.1% | -83.0% | +82.4% |
| All | +351.9% | +972.5% | -620.6% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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