+165.7%
SLV vs IR
+45.6%
+120.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -0.3% | -2.8% | +2.5% | +0.3% |
| 30D | +6.7% | -15.1% | +21.8% | +10.6% |
| 3M | -10.7% | +6.1% | -16.8% | -12.2% |
| 6M | -20.6% | -16.8% | -3.8% | -18.0% |
| YTD | -7.1% | -3.5% | -3.6% | -6.2% |
| 1Y | +62.0% | -3.5% | +65.5% | +63.3% |
| 3Y | +169.8% | +9.5% | +160.3% | +161.8% |
| All | +165.7% | +45.6% | +120.1% | +132.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling