+333.1%
SLV vs CHD
+1,307.6%
-974.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -2.7% | +2.3% | 0.0% |
| 30D | +6.7% | -4.6% | +11.3% | +7.2% |
| 3M | -10.7% | +5.0% | -15.7% | -11.4% |
| 6M | -20.6% | -3.2% | -17.4% | -20.4% |
| YTD | -7.1% | +18.6% | -25.8% | -9.2% |
| 1Y | +62.0% | +4.8% | +57.2% | +60.6% |
| 3Y | +169.8% | +6.1% | +163.7% | +164.8% |
| 5Y | +161.5% | +24.0% | +137.5% | +148.1% |
| 10Y | +224.4% | +124.5% | +99.9% | +176.8% |
| All | +333.1% | +1,307.6% | -974.5% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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