+239.3%
SLV vs APA
-9.9%
+249.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.8% | -0.5% |
| 7D | +5.1% | -15.5% | +20.6% | +7.4% |
| 30D | -12.9% | +2.4% | -15.3% | -13.4% |
| 3M | -16.1% | +22.8% | -38.9% | -18.8% |
| 6M | -33.2% | +17.9% | -51.1% | -35.3% |
| YTD | -27.2% | +87.7% | -114.9% | -34.9% |
| 1Y | +7.6% | +94.2% | -86.6% | -4.3% |
| 3Y | +122.3% | +27.2% | +95.1% | +105.1% |
| 5Y | +109.7% | +74.1% | +35.6% | +78.3% |
| 10Y | +168.4% | +2.6% | +165.8% | +114.3% |
| All | +239.3% | -9.9% | +249.2% | +106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling