+122.3%
SLV vs CASY
+154.1%
-31.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +5.1% | +1.1% | +4.0% | +5.0% |
| 30D | -12.9% | +8.7% | -21.6% | -13.6% |
| 3M | -16.1% | -17.3% | +1.2% | -14.4% |
| 6M | -33.2% | -19.7% | -13.4% | -31.4% |
| YTD | -27.2% | +24.8% | -52.1% | -30.3% |
| 1Y | +7.6% | +31.9% | -24.3% | +2.3% |
| 3Y | +122.3% | +155.4% | -33.0% | +83.0% |
| All | +122.3% | +154.1% | -31.7% | +83.0% |
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