+92.7%
SLV vs CAPR
+192.6%
-99.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.7% | +5.5% | -3.2% |
| 7D | -3.9% | +19.1% | -22.9% | -4.0% |
| 30D | -15.6% | +48.8% | -64.5% | -15.9% |
| 3M | -23.6% | +144.4% | -168.0% | -24.1% |
| 6M | -42.6% | -67.5% | +25.0% | -42.4% |
| YTD | -30.0% | -64.5% | +34.6% | -29.9% |
| 1Y | -6.6% | +74.4% | -81.1% | -7.7% |
| 3Y | +121.8% | +265.7% | -143.9% | +105.5% |
| 5Y | +92.7% | +196.0% | -103.3% | +77.3% |
| All | +92.7% | +192.6% | -99.9% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling