+333.1%
SLV vs ALL
+659.7%
-326.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -0.3% | 0.0% | -0.4% | -0.3% |
| 30D | +6.7% | -1.5% | +8.2% | +6.8% |
| 3M | -10.7% | +23.6% | -34.3% | -12.8% |
| 6M | -20.6% | +22.3% | -42.9% | -22.4% |
| YTD | -7.1% | +26.5% | -33.7% | -9.8% |
| 1Y | +62.0% | +27.0% | +35.0% | +57.1% |
| 3Y | +169.8% | +149.6% | +20.2% | +140.3% |
| 5Y | +161.5% | +118.1% | +43.4% | +134.6% |
| 10Y | +224.4% | +369.0% | -144.6% | +160.6% |
| All | +333.1% | +659.7% | -326.6% | +156.0% |
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