+333.1%
SLV vs B
+107.9%
+225.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.1% |
| 7D | -0.3% | -1.6% | +1.3% | +0.5% |
| 30D | +6.7% | +9.4% | -2.7% | +1.7% |
| 3M | -10.7% | +5.0% | -15.7% | -12.9% |
| 6M | -20.6% | -3.5% | -17.1% | -18.9% |
| YTD | -7.1% | +4.5% | -11.6% | -5.8% |
| 1Y | +62.0% | +67.8% | -5.8% | +31.3% |
| 3Y | +169.8% | +196.7% | -26.9% | +64.8% |
| 5Y | +161.5% | +151.9% | +9.5% | +69.0% |
| 10Y | +224.4% | +202.2% | +22.2% | +78.2% |
| All | +333.1% | +107.9% | +225.2% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling