+239.8%
SLV vs CSX
+1,817.6%
-1,577.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.1% |
| 7D | -0.7% | -2.7% | +2.0% | -0.2% |
| 30D | -15.4% | +7.0% | -22.4% | -16.5% |
| 3M | -16.3% | -0.3% | -16.0% | -16.4% |
| 6M | -28.8% | +13.5% | -42.3% | -30.6% |
| YTD | -27.1% | +41.5% | -68.7% | -31.7% |
| 1Y | +7.5% | +45.8% | -38.2% | +0.2% |
| 3Y | +121.2% | +74.4% | +46.8% | +97.8% |
| 5Y | +110.0% | +53.6% | +56.4% | +90.5% |
| 10Y | +168.8% | +465.6% | -296.8% | +84.3% |
| All | +239.8% | +1,817.6% | -1,577.8% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling