+165.7%
SLV vs A
-12.8%
+178.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -0.3% | -1.9% | +1.6% | +0.1% |
| 30D | +6.7% | +6.9% | -0.2% | +5.4% |
| 3M | -10.7% | +9.2% | -19.9% | -12.3% |
| 6M | -20.6% | +25.7% | -46.3% | -24.5% |
| YTD | -7.1% | +11.5% | -18.7% | -9.5% |
| 1Y | +62.0% | +18.4% | +43.6% | +55.5% |
| 3Y | +169.8% | +26.6% | +143.2% | +153.4% |
| All | +165.7% | -12.8% | +178.6% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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