+182.6%
SLV vs CBOE
+95.4%
+87.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.9% |
| 7D | +2.5% | -4.6% | +7.1% | +2.2% |
| 30D | +3.3% | +2.6% | +0.6% | +3.4% |
| 3M | -3.6% | +4.9% | -8.5% | -3.5% |
| 6M | -21.8% | -2.2% | -19.7% | -21.4% |
| YTD | -7.8% | +17.7% | -25.6% | -7.3% |
| 1Y | +58.3% | +26.1% | +32.2% | +59.3% |
| 3Y | +182.6% | +97.1% | +85.5% | +177.9% |
| All | +182.6% | +95.4% | +87.2% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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