+175.8%
SLV vs COPX
+307.7%
-131.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.0% |
| 7D | -5.8% | -2.8% | -3.0% | -4.5% |
| 30D | -12.1% | -14.3% | +2.2% | -5.3% |
| 3M | -24.1% | -19.0% | -5.1% | -15.9% |
| 6M | -44.4% | -24.4% | -20.0% | -36.3% |
| YTD | -31.5% | -3.2% | -28.3% | -27.2% |
| 1Y | -6.9% | +15.2% | -22.1% | -7.2% |
| 3Y | +116.0% | +127.6% | -11.6% | +67.4% |
| 5Y | +88.4% | +106.0% | -17.6% | +47.5% |
| All | +175.8% | +307.7% | -131.9% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling