+5.1%
SLV vs CME
+15.2%
-10.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.7% |
| 7D | +5.6% | -0.6% | +6.2% | +5.6% |
| 30D | -12.1% | +8.5% | -20.7% | -11.5% |
| 3M | -16.3% | +16.0% | -32.3% | -15.8% |
| 6M | -34.1% | +9.3% | -43.4% | -33.5% |
| YTD | -25.3% | +15.3% | -40.6% | -29.5% |
| All | +5.1% | +15.2% | -10.0% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling