+116.0%
SLV vs CLF
-22.9%
+138.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.6% |
| 7D | -5.8% | +10.4% | -16.2% | -7.5% |
| 30D | -12.1% | +0.6% | -12.7% | -12.9% |
| 3M | -24.1% | +4.1% | -28.2% | -25.5% |
| 6M | -44.4% | +15.1% | -59.5% | -46.6% |
| YTD | -31.5% | -4.7% | -26.8% | -32.8% |
| 1Y | -6.9% | +20.4% | -27.3% | -11.4% |
| 3Y | +116.0% | -23.4% | +139.4% | +101.8% |
| All | +116.0% | -22.9% | +138.9% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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