+239.6%
SLV vs COPX
+198.0%
+41.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -2.5% |
| 7D | +2.5% | +5.8% | -3.3% | 0.0% |
| 30D | +3.3% | +7.2% | -4.0% | +0.2% |
| 3M | -3.6% | +16.5% | -20.1% | -9.5% |
| 6M | -21.8% | +18.4% | -40.3% | -26.9% |
| YTD | -7.8% | +31.9% | -39.8% | -15.1% |
| 1Y | +58.3% | +88.5% | -30.2% | +28.2% |
| 3Y | +182.6% | +173.1% | +9.5% | +98.4% |
| 5Y | +167.8% | +193.1% | -25.3% | +79.4% |
| 10Y | +218.9% | +591.7% | -372.8% | +50.4% |
| All | +239.6% | +198.0% | +41.7% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling