+333.1%
SLV vs COP
+423.1%
-90.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -0.3% | +3.0% | -3.3% | -1.0% |
| 30D | +6.7% | +17.5% | -10.8% | +3.1% |
| 3M | -10.7% | +13.4% | -24.0% | -13.3% |
| 6M | -20.6% | +17.7% | -38.3% | -24.2% |
| YTD | -7.1% | +46.6% | -53.7% | -15.6% |
| 1Y | +62.0% | +44.6% | +17.4% | +47.4% |
| 3Y | +169.8% | +20.7% | +149.1% | +152.0% |
| 5Y | +161.5% | +185.0% | -23.6% | +96.6% |
| 10Y | +224.4% | +347.0% | -122.6% | +92.4% |
| All | +333.1% | +423.1% | -90.0% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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