+122.3%
SLV vs ICE
+65.6%
+56.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +5.1% | +2.0% | +3.1% | +4.9% |
| 30D | -12.9% | +12.9% | -25.8% | -14.4% |
| 3M | -16.1% | +15.4% | -31.5% | -17.8% |
| 6M | -33.2% | +13.1% | -46.3% | -34.4% |
| YTD | -27.2% | +7.5% | -34.7% | -28.5% |
| 1Y | +7.6% | +18.3% | -10.7% | +3.7% |
| 3Y | +122.3% | +65.9% | +56.4% | +89.8% |
| All | +122.3% | +65.6% | +56.8% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling