+333.1%
SLV vs CLX
+164.1%
+169.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | -0.3% | -9.2% | +8.9% | -0.1% |
| 30D | +6.7% | -11.0% | +17.7% | +7.0% |
| 3M | -10.7% | +5.0% | -15.7% | -10.8% |
| 6M | -20.6% | -18.8% | -1.8% | -20.2% |
| YTD | -7.1% | -4.4% | -2.7% | -6.8% |
| 1Y | +62.0% | -21.9% | +83.8% | +63.0% |
| 3Y | +169.8% | -32.8% | +202.6% | +172.1% |
| 5Y | +161.5% | -34.6% | +196.0% | +163.2% |
| 10Y | +224.4% | -4.7% | +229.1% | +226.6% |
| All | +333.1% | +164.1% | +169.0% | +345.7% |
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