+239.3%
SLV vs IT
+1,276.5%
-1,037.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.2% |
| 7D | +5.1% | -16.9% | +22.0% | +6.8% |
| 30D | -12.9% | +2.3% | -15.2% | -13.3% |
| 3M | -16.1% | +2.9% | -18.9% | -16.7% |
| 6M | -33.2% | +25.9% | -59.0% | -35.4% |
| YTD | -27.2% | -24.6% | -2.6% | -26.1% |
| 1Y | +7.6% | -16.0% | +23.7% | +7.9% |
| 3Y | +122.3% | -51.6% | +173.9% | +135.1% |
| 5Y | +109.7% | -42.6% | +152.4% | +115.1% |
| 10Y | +168.4% | +103.6% | +64.9% | +130.0% |
| All | +239.3% | +1,276.5% | -1,037.2% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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