+182.0%
SLV vs AS
+120.4%
+61.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.8% |
| 7D | -0.3% | -4.9% | +4.6% | +0.5% |
| 30D | +6.7% | -19.6% | +26.3% | +10.7% |
| 3M | -10.7% | -14.4% | +3.7% | -8.5% |
| 6M | -20.6% | -20.1% | -0.5% | -17.9% |
| YTD | -7.1% | -20.9% | +13.8% | -3.9% |
| 1Y | +62.0% | -21.9% | +83.8% | +67.5% |
| All | +182.0% | +120.4% | +61.7% | +152.8% |
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