+218.9%
SLV vs APA
-0.7%
+219.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | +2.5% | -1.7% | +4.2% | +2.6% |
| 30D | +3.3% | +15.7% | -12.5% | +2.1% |
| 3M | -3.6% | +16.5% | -20.0% | -4.9% |
| 6M | -21.8% | +35.1% | -56.9% | -24.3% |
| YTD | -7.8% | +82.2% | -90.1% | -13.1% |
| 1Y | +58.3% | +102.5% | -44.2% | +47.6% |
| 3Y | +182.6% | +10.3% | +172.3% | +172.7% |
| 5Y | +167.8% | +166.1% | +1.7% | +139.9% |
| 10Y | +218.9% | -4.9% | +223.7% | +168.8% |
| All | +218.9% | -0.7% | +219.5% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling