+122.6%
SLV vs COMP
+309.8%
-187.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.2% | +7.7% | +0.3% |
| 7D | -0.7% | -1.8% | +1.1% | -0.6% |
| 30D | -15.4% | -0.8% | -14.6% | -15.4% |
| 3M | -16.3% | -28.1% | +11.8% | -14.1% |
| 6M | -28.8% | +27.0% | -55.8% | -30.7% |
| YTD | -27.1% | -12.8% | -14.4% | -27.6% |
| 1Y | +7.5% | +4.9% | +2.6% | +5.7% |
| All | +122.6% | +309.8% | -187.1% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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