+239.6%
SLV vs CAPR
-99.1%
+338.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.2% |
| 7D | +5.1% | +41.1% | -36.0% | +4.8% |
| 30D | -12.9% | +11.1% | -24.0% | -13.0% |
| 3M | -16.1% | +115.3% | -131.4% | -16.8% |
| 6M | -33.2% | -73.8% | +40.7% | -32.9% |
| YTD | -27.2% | -68.8% | +41.6% | -27.1% |
| 1Y | +7.6% | +43.3% | -35.7% | +5.0% |
| 3Y | +122.3% | +214.7% | -92.3% | +112.7% |
| 5Y | +109.7% | +141.3% | -31.6% | +100.0% |
| 10Y | +168.4% | -67.0% | +235.5% | +150.0% |
| All | +239.6% | -99.1% | +338.7% | +199.4% |
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 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