+106.9%
SLV vs CSX
+47.4%
+59.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.2% | +0.5% |
| 7D | +5.1% | -5.5% | +10.6% | +6.2% |
| 30D | -12.9% | +4.9% | -17.8% | -13.8% |
| 3M | -16.1% | -2.9% | -13.2% | -15.7% |
| 6M | -33.2% | +8.3% | -41.5% | -34.4% |
| YTD | -27.2% | +36.7% | -64.0% | -31.7% |
| 1Y | +7.6% | +41.5% | -33.9% | +0.5% |
| 3Y | +122.3% | +68.6% | +53.7% | +97.7% |
| All | +106.9% | +47.4% | +59.6% | +82.6% |
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