+89.9%
SLV vs APA
+94.1%
-4.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.3% |
| 7D | -5.8% | +8.5% | -14.4% | -6.5% |
| 30D | -12.1% | +2.8% | -14.9% | -12.5% |
| 3M | -24.1% | +21.7% | -45.8% | -25.8% |
| 6M | -44.4% | +32.6% | -77.0% | -46.2% |
| YTD | -31.5% | +103.7% | -135.2% | -38.2% |
| 1Y | -6.9% | +101.8% | -108.7% | -15.9% |
| 3Y | +116.0% | +48.1% | +68.0% | +98.7% |
| All | +89.9% | +94.1% | -4.2% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling