+99.8%
SLV vs CP
+25.9%
+73.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | -14.2% | +9.6% | -23.8% | -16.7% |
| 3M | -20.3% | +2.2% | -22.6% | -20.9% |
| 6M | -40.2% | +11.1% | -51.3% | -42.3% |
| YTD | -27.6% | +28.2% | -55.8% | -33.0% |
| 1Y | +0.4% | +32.2% | -31.7% | -7.9% |
| 3Y | +129.4% | +35.5% | +93.8% | +105.8% |
| 5Y | +99.8% | +26.8% | +73.0% | +79.7% |
| All | +99.8% | +25.9% | +73.8% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling