+125.3%
SLV vs AR
-32.8%
+158.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.4% |
| 7D | -0.7% | -11.7% | +11.0% | -0.3% |
| 30D | -15.4% | +1.8% | -17.2% | -15.5% |
| 3M | -16.3% | +6.0% | -22.3% | -16.6% |
| 6M | -28.8% | -7.0% | -21.8% | -28.7% |
| YTD | -27.1% | +5.6% | -32.7% | -27.6% |
| 1Y | +7.5% | +10.8% | -3.3% | +6.5% |
| 3Y | +121.2% | +19.3% | +101.8% | +117.2% |
| 5Y | +110.0% | +73.3% | +36.7% | +102.8% |
| 10Y | +168.8% | +47.6% | +121.2% | +165.2% |
| All | +125.3% | -32.8% | +158.1% | +123.0% |
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