+165.7%
SLV vs CSX
+65.9%
+99.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -0.3% | -3.4% | +3.0% | +0.3% |
| 30D | +6.7% | -3.1% | +9.8% | +7.4% |
| 3M | -10.7% | +7.2% | -17.9% | -12.0% |
| 6M | -20.6% | +16.2% | -36.8% | -23.3% |
| YTD | -7.1% | +37.5% | -44.7% | -12.8% |
| 1Y | +62.0% | +53.2% | +8.8% | +49.5% |
| 3Y | +169.8% | +68.2% | +101.6% | +140.6% |
| All | +165.7% | +65.9% | +99.9% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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