+237.7%
SLV vs CME
+593.5%
-355.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.1% |
| 7D | -1.1% | +2.5% | -3.5% | -1.3% |
| 30D | -14.2% | +13.9% | -28.1% | -15.4% |
| 3M | -20.3% | +22.4% | -42.7% | -22.1% |
| 6M | -40.2% | +12.9% | -53.1% | -41.1% |
| YTD | -27.6% | +19.6% | -47.2% | -29.2% |
| 1Y | +0.4% | +17.7% | -17.2% | -1.7% |
| 3Y | +129.4% | +65.3% | +64.0% | +115.6% |
| 5Y | +99.8% | +75.1% | +24.6% | +85.7% |
| 10Y | +183.2% | +305.8% | -122.5% | +138.7% |
| All | +237.7% | +593.5% | -355.7% | +134.1% |
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