-40.2%
SLV vs CME
+13.4%
-53.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.8% |
| 7D | -1.1% | +2.5% | -3.5% | -0.6% |
| 30D | -14.2% | +13.9% | -28.1% | -12.2% |
| 3M | -20.3% | +22.4% | -42.7% | -18.4% |
| 6M | -40.2% | +12.9% | -53.1% | -40.9% |
| All | -40.2% | +13.4% | -53.5% | -40.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling