+113.7%
SLV vs COMP
-13.7%
+127.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +2.3% |
| 7D | +5.6% | +14.5% | -8.9% | +4.5% |
| 30D | -12.1% | +14.9% | -27.0% | -13.1% |
| 3M | -16.3% | -14.2% | -2.0% | -15.6% |
| 6M | -34.1% | +23.7% | -57.8% | -35.4% |
| YTD | -25.3% | +2.1% | -27.4% | -26.3% |
| 1Y | +9.6% | +26.2% | -16.6% | +6.7% |
| 3Y | +132.7% | +470.9% | -338.2% | +102.4% |
| 5Y | +113.7% | -14.0% | +127.7% | +95.2% |
| All | +113.7% | -13.7% | +127.4% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling