+239.3%
SLV vs ALL
+645.8%
-406.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.3% | +0.3% |
| 7D | +5.1% | -1.9% | +7.0% | +5.3% |
| 30D | -12.9% | +13.8% | -26.7% | -14.0% |
| 3M | -16.1% | -7.0% | -9.1% | -15.6% |
| 6M | -33.2% | +18.0% | -51.2% | -34.5% |
| YTD | -27.2% | +24.2% | -51.4% | -29.3% |
| 1Y | +7.6% | +31.2% | -23.6% | +4.0% |
| 3Y | +122.3% | +107.5% | +14.8% | +102.2% |
| 5Y | +109.7% | +144.8% | -35.1% | +85.3% |
| 10Y | +168.4% | +375.8% | -207.3% | +114.9% |
| All | +239.3% | +645.8% | -406.5% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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