+134.2%
SLV vs AUR
-34.9%
+169.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.4% | -0.9% |
| 7D | +2.5% | +19.2% | -16.7% | +1.2% |
| 30D | +3.3% | -7.8% | +11.0% | +3.7% |
| 3M | -3.6% | +4.0% | -7.6% | -4.1% |
| 6M | -21.8% | +45.0% | -66.8% | -23.8% |
| YTD | -7.8% | +69.5% | -77.4% | -10.8% |
| 1Y | +58.3% | +13.0% | +45.3% | +55.6% |
| 3Y | +182.6% | +90.4% | +92.2% | +164.0% |
| 5Y | +167.8% | -34.2% | +202.0% | +139.2% |
| All | +134.2% | -34.9% | +169.1% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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