+239.3%
SLV vs COO
+369.9%
-130.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.1% |
| 7D | +5.1% | +4.7% | +0.4% | +4.5% |
| 30D | -12.9% | +13.9% | -26.8% | -14.2% |
| 3M | -16.1% | -14.9% | -1.1% | -14.7% |
| 6M | -33.2% | +2.0% | -35.2% | -33.7% |
| YTD | -27.2% | -23.9% | -3.3% | -25.2% |
| 1Y | +7.6% | -9.6% | +17.2% | +8.4% |
| 3Y | +122.3% | -25.4% | +147.8% | +127.1% |
| 5Y | +109.7% | -41.2% | +150.9% | +117.4% |
| 10Y | +168.4% | +42.1% | +126.4% | +155.7% |
| All | +239.3% | +369.9% | -130.5% | +159.6% |
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