+128.5%
SLV vs CP
+31.7%
+96.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.2% | -3.4% |
| 7D | +3.7% | +2.8% | +0.9% | +2.7% |
| 30D | -15.2% | +11.0% | -26.2% | -18.1% |
| 3M | -21.8% | +3.8% | -25.6% | -22.8% |
| 6M | -36.3% | +9.5% | -45.8% | -38.5% |
| YTD | -27.8% | +28.2% | -56.1% | -33.4% |
| 1Y | +1.5% | +33.0% | -31.4% | -7.3% |
| 3Y | +128.5% | +35.5% | +93.0% | +97.9% |
| All | +128.5% | +31.7% | +96.8% | +97.9% |
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