+122.3%
SLV vs IR
+27.4%
+95.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | +5.1% | +3.7% | +1.4% | +4.1% |
| 30D | -12.9% | +7.4% | -20.4% | -14.5% |
| 3M | -16.1% | -5.9% | -10.2% | -14.9% |
| 6M | -33.2% | +5.6% | -38.7% | -34.5% |
| YTD | -27.2% | +4.8% | -32.1% | -27.8% |
| 1Y | +7.6% | +6.9% | +0.7% | +6.5% |
| 3Y | +122.3% | +27.6% | +94.8% | +109.5% |
| All | +122.3% | +27.4% | +95.0% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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