+172.7%
SLV vs COPX
+193.3%
-20.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.3% | +1.7% |
| 7D | +2.8% | +6.0% | -3.2% | -1.0% |
| 30D | +2.2% | +6.4% | -4.2% | -1.8% |
| 3M | +2.9% | +19.3% | -16.4% | -8.0% |
| 6M | -22.4% | +16.2% | -38.7% | -29.5% |
| YTD | -5.7% | +33.2% | -38.9% | -17.0% |
| 1Y | +63.3% | +90.2% | -26.9% | +21.6% |
| 3Y | +189.0% | +175.7% | +13.3% | +79.1% |
| 5Y | +172.7% | +193.1% | -20.5% | +56.4% |
| All | +172.7% | +193.3% | -20.6% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling