+187.0%
SLV vs CME
+52.6%
+134.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.2% |
| 7D | +2.8% | -0.6% | +3.4% | +2.8% |
| 30D | +2.2% | +4.7% | -2.5% | +2.4% |
| 3M | +2.9% | +7.8% | -4.9% | +3.1% |
| 6M | -22.4% | -11.0% | -11.4% | -22.6% |
| YTD | -5.7% | +4.0% | -9.8% | -6.0% |
| 1Y | +63.3% | +9.1% | +54.2% | +63.4% |
| All | +187.0% | +52.6% | +134.4% | +185.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling