+99.8%
SLV vs CASY
+265.4%
-165.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | +0.2% |
| 7D | -1.1% | +5.8% | -6.9% | -1.5% |
| 30D | -14.2% | +10.7% | -24.9% | -14.9% |
| 3M | -20.3% | -13.9% | -6.5% | -19.2% |
| 6M | -40.2% | -18.4% | -21.8% | -39.0% |
| YTD | -27.6% | +29.6% | -57.2% | -30.2% |
| 1Y | +0.4% | +32.8% | -32.4% | -3.5% |
| 3Y | +129.4% | +162.3% | -32.9% | +104.2% |
| 5Y | +99.8% | +265.0% | -165.2% | +78.1% |
| All | +99.8% | +265.4% | -165.6% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling