+99.8%
SLV vs CLF
-41.3%
+141.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | 0.0% |
| 7D | -1.1% | +2.3% | -3.4% | -1.7% |
| 30D | -14.2% | +1.9% | -16.1% | -15.0% |
| 3M | -20.3% | +5.9% | -26.2% | -21.9% |
| 6M | -40.2% | +16.9% | -57.1% | -42.6% |
| YTD | -27.6% | -1.1% | -26.5% | -29.2% |
| 1Y | +0.4% | +28.8% | -28.4% | -5.2% |
| 3Y | +129.4% | -20.6% | +150.0% | +120.9% |
| 5Y | +99.8% | -41.5% | +141.3% | +91.9% |
| All | +99.8% | -41.3% | +141.1% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling