+333.1%
SLV vs A
+551.5%
-218.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -0.3% | -1.9% | +1.6% | 0.0% |
| 30D | +6.7% | +6.9% | -0.2% | +5.5% |
| 3M | -10.7% | +9.2% | -19.9% | -12.2% |
| 6M | -20.6% | +25.7% | -46.3% | -24.2% |
| YTD | -7.1% | +11.5% | -18.7% | -9.4% |
| 1Y | +62.0% | +18.4% | +43.6% | +56.0% |
| 3Y | +169.8% | +26.6% | +143.2% | +154.2% |
| 5Y | +161.5% | -12.8% | +174.3% | +159.4% |
| 10Y | +224.4% | +247.2% | -22.8% | +146.5% |
| All | +333.1% | +551.5% | -218.4% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling