+333.4%
SLV vs CAPR
-99.1%
+432.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | -0.3% | -2.0% | +1.6% | -0.3% |
| 30D | +6.7% | +139.2% | -132.5% | +5.8% |
| 3M | -10.7% | -66.4% | +55.7% | -10.4% |
| 6M | -20.6% | -63.1% | +42.5% | -20.4% |
| YTD | -7.1% | -67.4% | +60.3% | -6.9% |
| 1Y | +62.0% | +58.2% | +3.7% | +57.9% |
| 3Y | +169.8% | +42.2% | +127.6% | +159.9% |
| 5Y | +161.5% | +87.3% | +74.2% | +149.9% |
| 10Y | +224.4% | -75.3% | +299.7% | +203.0% |
| All | +333.4% | -99.1% | +432.5% | +282.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling