+239.3%
SLV vs COP
+431.0%
-191.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +5.1% | -11.5% | +16.6% | +7.6% |
| 30D | -12.9% | +5.0% | -17.9% | -14.1% |
| 3M | -16.1% | +17.5% | -33.6% | -19.2% |
| 6M | -33.2% | +16.2% | -49.4% | -35.8% |
| YTD | -27.2% | +48.8% | -76.0% | -34.3% |
| 1Y | +7.6% | +64.1% | -56.5% | -4.9% |
| 3Y | +122.3% | +25.7% | +96.7% | +105.3% |
| 5Y | +109.7% | +114.4% | -4.7% | +67.7% |
| 10Y | +168.4% | +331.7% | -163.2% | +61.2% |
| All | +239.3% | +431.0% | -191.6% | +52.6% |
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