+89.9%
SLV vs COPX
+107.3%
-17.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -0.6% |
| 7D | -5.8% | -2.8% | -3.0% | -4.1% |
| 30D | -12.1% | -14.3% | +2.2% | -3.0% |
| 3M | -24.1% | -19.0% | -5.1% | -13.1% |
| 6M | -44.4% | -24.4% | -20.0% | -33.6% |
| YTD | -31.5% | -3.2% | -28.3% | -26.1% |
| 1Y | -6.9% | +15.2% | -22.1% | -7.5% |
| 3Y | +116.0% | +127.6% | -11.6% | +54.8% |
| All | +89.9% | +107.3% | -17.4% | +32.1% |
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