+228.9%
SLV vs CBOE
+1,045.3%
-816.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -3.6% | +3.3% | -0.1% |
| 30D | +6.7% | +5.1% | +1.6% | +6.3% |
| 3M | -10.7% | +4.6% | -15.3% | -11.1% |
| 6M | -20.6% | -0.3% | -20.3% | -20.9% |
| YTD | -7.1% | +19.8% | -26.9% | -8.8% |
| 1Y | +62.0% | +28.4% | +33.6% | +58.1% |
| 3Y | +169.8% | +104.1% | +65.7% | +152.4% |
| 5Y | +161.5% | +150.9% | +10.5% | +139.4% |
| 10Y | +224.4% | +393.5% | -169.1% | +179.0% |
| All | +228.9% | +1,045.3% | -816.5% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling