+187.2%
SLV vs AR
-27.2%
+214.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -0.3% | +2.5% | -2.8% | -0.4% |
| 30D | +6.7% | +14.8% | -8.1% | +6.0% |
| 3M | -10.7% | +6.2% | -16.9% | -11.0% |
| 6M | -20.6% | +4.3% | -24.9% | -20.9% |
| YTD | -7.1% | +14.4% | -21.5% | -8.0% |
| 1Y | +62.0% | +21.3% | +40.6% | +59.9% |
| 3Y | +169.8% | +39.8% | +130.0% | +163.4% |
| 5Y | +161.5% | +142.1% | +19.4% | +150.1% |
| 10Y | +224.4% | +52.0% | +172.4% | +220.1% |
| All | +187.2% | -27.2% | +214.4% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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