+248.5%
SLV vs CLX
+203.9%
+44.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.6% | -2.9% | +2.5% |
| 7D | +5.6% | +17.4% | -11.7% | +5.1% |
| 30D | -12.1% | +27.8% | -39.9% | -12.8% |
| 3M | -16.3% | +3.0% | -19.3% | -16.4% |
| 6M | -34.1% | +17.5% | -51.6% | -34.4% |
| YTD | -25.3% | +10.0% | -35.3% | -25.3% |
| 1Y | +9.6% | +3.3% | +6.3% | +9.6% |
| 3Y | +132.7% | -10.1% | +142.8% | +132.5% |
| 5Y | +113.7% | -23.7% | +137.4% | +114.0% |
| 10Y | +175.9% | +24.9% | +151.0% | +175.8% |
| All | +248.5% | +203.9% | +44.7% | +256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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