+132.7%
SLV vs CB
+71.0%
+61.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.6% |
| 7D | +5.6% | -1.5% | +7.1% | +5.4% |
| 30D | -12.1% | +6.5% | -18.6% | -11.2% |
| 3M | -16.3% | +4.1% | -20.3% | -15.7% |
| 6M | -34.1% | +14.4% | -48.5% | -32.7% |
| YTD | -25.3% | +17.5% | -42.8% | -23.8% |
| 1Y | +9.6% | +27.5% | -17.9% | +11.4% |
| 3Y | +132.7% | +71.6% | +61.1% | +146.3% |
| All | +132.7% | +71.0% | +61.7% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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