+122.3%
SLV vs CP
+26.5%
+95.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +5.1% | +2.8% | +2.3% | +4.2% |
| 30D | -12.9% | +10.2% | -23.1% | -15.8% |
| 3M | -16.1% | +2.4% | -18.4% | -16.8% |
| 6M | -33.2% | +7.7% | -40.8% | -35.1% |
| YTD | -27.2% | +26.0% | -53.2% | -32.5% |
| 1Y | +7.6% | +34.6% | -27.0% | -2.0% |
| 3Y | +122.3% | +26.7% | +95.7% | +97.0% |
| All | +122.3% | +26.5% | +95.8% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling