+116.0%
SLV vs CP
+36.4%
+79.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -5.8% | +2.1% | -8.0% | -6.5% |
| 30D | -12.1% | +9.3% | -21.5% | -14.8% |
| 3M | -24.1% | +0.5% | -24.6% | -24.3% |
| 6M | -44.4% | +10.4% | -54.8% | -46.4% |
| YTD | -31.5% | +28.7% | -60.2% | -36.9% |
| 1Y | -6.9% | +33.2% | -40.1% | -15.1% |
| 3Y | +116.0% | +38.4% | +77.6% | +84.2% |
| All | +116.0% | +36.4% | +79.6% | +84.2% |
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