+63.3%
SLV vs ICE
-8.7%
+72.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.3% |
| 7D | +2.8% | -0.9% | +3.6% | +2.9% |
| 30D | +2.2% | +4.0% | -1.8% | +2.1% |
| 3M | +2.9% | +11.0% | -8.1% | +2.5% |
| 6M | -22.4% | -5.0% | -17.5% | -22.6% |
| YTD | -5.7% | -2.7% | -3.0% | -7.0% |
| 1Y | +63.3% | -8.6% | +71.9% | +58.4% |
| All | +63.3% | -8.7% | +72.0% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling