+128.3%
SLV vs CAPR
+299.3%
-170.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +26.5% | -26.1% | +0.2% |
| 7D | -1.1% | +25.8% | -26.9% | -1.2% |
| 30D | -14.2% | +50.2% | -64.4% | -14.4% |
| 3M | -20.3% | +185.5% | -205.8% | -20.8% |
| 6M | -40.2% | -64.8% | +24.6% | -40.1% |
| YTD | -27.6% | -61.1% | +33.5% | -27.6% |
| 1Y | +0.4% | +81.0% | -80.5% | -0.1% |
| All | +128.3% | +299.3% | -170.9% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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