+110.0%
SLV vs COMP
-28.0%
+137.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.2% | +7.7% | +0.1% |
| 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% | -14.5% |
| 6M | -28.8% | +27.0% | -55.8% | -30.3% |
| YTD | -27.1% | -12.8% | -14.4% | -27.3% |
| 1Y | +7.5% | +4.9% | +2.6% | +6.1% |
| 3Y | +121.2% | +321.0% | -199.8% | +96.3% |
| 5Y | +110.0% | -25.6% | +135.6% | +94.0% |
| All | +110.0% | -28.0% | +137.9% | +94.0% |
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