+219.5%
SLV vs AGG
+84.7%
+134.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -5.8% | -1.5% | -4.3% | -4.3% |
| 30D | -12.1% | +0.6% | -12.8% | -12.7% |
| 3M | -24.1% | -1.6% | -22.5% | -22.8% |
| 6M | -44.4% | -1.6% | -42.8% | -43.3% |
| YTD | -31.5% | -1.5% | -30.0% | -30.2% |
| 1Y | -6.9% | -1.1% | -5.8% | -5.5% |
| 3Y | +116.0% | +13.6% | +102.4% | +91.0% |
| 5Y | +88.4% | -1.7% | +90.1% | +90.6% |
| 10Y | +167.9% | +16.1% | +151.8% | +136.0% |
| All | +219.5% | +84.7% | +134.8% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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