+333.1%
SLV vs ICE
+1,235.7%
-902.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | -0.3% | -0.7% | +0.3% | -0.3% |
| 30D | +6.7% | +7.6% | -0.9% | +5.8% |
| 3M | -10.7% | +13.9% | -24.6% | -12.0% |
| 6M | -20.6% | -2.4% | -18.2% | -20.5% |
| YTD | -7.1% | +0.3% | -7.4% | -7.4% |
| 1Y | +62.0% | -6.4% | +68.4% | +62.6% |
| 3Y | +169.8% | +43.1% | +126.7% | +158.2% |
| 5Y | +161.5% | +42.1% | +119.3% | +149.2% |
| 10Y | +224.4% | +220.9% | +3.5% | +183.9% |
| All | +333.1% | +1,235.7% | -902.6% | +173.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling