+122.3%
SLV vs B
+165.5%
-43.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.5% |
| 7D | +5.1% | +9.6% | -4.5% | -2.2% |
| 30D | -12.9% | +3.5% | -16.4% | -15.2% |
| 3M | -16.1% | -1.6% | -14.5% | -15.6% |
| 6M | -33.2% | -1.7% | -31.5% | -32.8% |
| YTD | -27.2% | -5.3% | -21.9% | -19.9% |
| 1Y | +7.6% | +27.2% | -19.6% | +1.5% |
| 3Y | +122.3% | +166.1% | -43.8% | +35.6% |
| All | +122.3% | +165.5% | -43.1% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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