+83.0%
SLV vs INDA
+115.1%
-32.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | +6.7% | -0.8% | +7.5% | +6.9% |
| 3M | -10.7% | +3.9% | -14.6% | -11.6% |
| 6M | -20.6% | -0.7% | -19.9% | -20.3% |
| YTD | -7.1% | -7.7% | +0.5% | -5.1% |
| 1Y | +62.0% | -5.1% | +67.1% | +64.4% |
| 3Y | +169.8% | +13.6% | +156.2% | +161.2% |
| 5Y | +161.5% | +7.8% | +153.6% | +155.4% |
| 10Y | +224.4% | +84.6% | +139.8% | +174.8% |
| All | +83.0% | +115.1% | -32.2% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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