+58.3%
SLV vs APA
+96.0%
-37.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.6% |
| 7D | +2.5% | -1.7% | +4.2% | +2.4% |
| 30D | +3.3% | +15.7% | -12.5% | +4.3% |
| 3M | -3.6% | +16.5% | -20.0% | -2.3% |
| 6M | -21.8% | +35.1% | -56.9% | -23.7% |
| YTD | -7.8% | +82.2% | -90.1% | -14.0% |
| 1Y | +58.3% | +102.5% | -44.2% | +46.5% |
| All | +58.3% | +96.0% | -37.7% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling