+333.1%
SLV vs COO
+424.4%
-91.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -0.3% | -2.2% | +1.9% | -0.1% |
| 30D | +6.7% | -7.0% | +13.7% | +7.6% |
| 3M | -10.7% | +12.2% | -22.9% | -12.1% |
| 6M | -20.6% | -15.1% | -5.5% | -19.3% |
| YTD | -7.1% | -15.1% | +8.0% | -5.6% |
| 1Y | +62.0% | +2.3% | +59.6% | +61.0% |
| 3Y | +169.8% | -23.7% | +193.5% | +175.1% |
| 5Y | +161.5% | -38.9% | +200.4% | +169.8% |
| 10Y | +224.4% | +49.9% | +174.5% | +207.0% |
| All | +333.1% | +424.4% | -91.3% | +227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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