+239.3%
SLV vs CME
+571.6%
-332.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +5.1% | +0.9% | +4.2% | +5.0% |
| 30D | -12.9% | +13.2% | -26.1% | -14.1% |
| 3M | -16.1% | +16.3% | -32.3% | -17.5% |
| 6M | -33.2% | +7.1% | -40.3% | -33.8% |
| YTD | -27.2% | +15.8% | -43.1% | -28.6% |
| 1Y | +7.6% | +17.1% | -9.5% | +5.4% |
| 3Y | +122.3% | +63.2% | +59.2% | +109.2% |
| 5Y | +109.7% | +70.2% | +39.5% | +95.5% |
| 10Y | +168.4% | +337.0% | -168.6% | +124.6% |
| All | +239.3% | +571.6% | -332.2% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling