+333.1%
SLV vs APA
-14.1%
+347.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.8% |
| 7D | -0.3% | +0.5% | -0.9% | -0.4% |
| 30D | +6.7% | +23.4% | -16.7% | +3.5% |
| 3M | -10.7% | +12.7% | -23.4% | -12.5% |
| 6M | -20.6% | +39.4% | -60.0% | -25.5% |
| YTD | -7.1% | +79.0% | -86.1% | -16.0% |
| 1Y | +62.0% | +88.8% | -26.8% | +44.7% |
| 3Y | +169.8% | +6.4% | +163.5% | +156.2% |
| 5Y | +161.5% | +153.0% | +8.5% | +110.0% |
| 10Y | +224.4% | +7.5% | +216.9% | +153.7% |
| All | +333.1% | -14.1% | +347.2% | +166.3% |
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