+177.1%
SLV vs CASY
+215.7%
-38.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +6.7% | -11.3% | +18.0% | +8.0% |
| 3M | -10.7% | -0.6% | -10.0% | -11.2% |
| 6M | -20.6% | +10.7% | -31.3% | -22.2% |
| YTD | -7.1% | +37.1% | -44.3% | -11.2% |
| 1Y | +62.0% | +52.3% | +9.7% | +53.2% |
| All | +177.1% | +215.7% | -38.6% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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