+121.3%
SLV vs AS
+133.7%
-12.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | -0.7% | +7.1% | -7.9% | -2.0% |
| 30D | -15.4% | +12.8% | -28.2% | -17.2% |
| 3M | -16.3% | -14.7% | -1.6% | -14.1% |
| 6M | -28.8% | -9.9% | -18.8% | -27.8% |
| YTD | -27.1% | -16.1% | -11.0% | -25.5% |
| 1Y | +7.5% | +0.2% | +7.4% | +8.0% |
| All | +121.3% | +133.7% | -12.5% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling