+333.1%
SLV vs AGG
+87.1%
+246.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -0.3% | -0.2% | -0.2% | -0.2% |
| 30D | +6.7% | -0.4% | +7.1% | +7.1% |
| 3M | -10.7% | -0.7% | -10.0% | -10.0% |
| 6M | -20.6% | -1.5% | -19.1% | -19.1% |
| YTD | -7.1% | -0.3% | -6.9% | -6.6% |
| 1Y | +62.0% | +1.3% | +60.7% | +60.5% |
| 3Y | +169.8% | +13.2% | +156.6% | +139.1% |
| 5Y | +161.5% | -1.4% | +162.9% | +163.2% |
| 10Y | +224.4% | +14.9% | +209.5% | +187.0% |
| All | +333.1% | +87.1% | +246.0% | +146.3% |
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