+172.7%
SLV vs CBOE
+146.7%
+26.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.3% |
| 7D | +2.8% | -0.8% | +3.6% | +2.8% |
| 30D | +2.2% | +2.7% | -0.5% | +2.1% |
| 3M | +2.9% | +0.7% | +2.2% | +2.7% |
| 6M | -22.4% | -2.0% | -20.4% | -22.4% |
| YTD | -5.7% | +17.1% | -22.9% | -7.1% |
| 1Y | +63.3% | +26.5% | +36.8% | +60.0% |
| 3Y | +189.0% | +96.1% | +92.9% | +168.1% |
| 5Y | +172.7% | +149.3% | +23.4% | +144.9% |
| All | +172.7% | +146.7% | +26.0% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling