+333.1%
SLV vs IT
+1,249.9%
-916.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.8% |
| 7D | -0.3% | -6.0% | +5.7% | +0.3% |
| 30D | +6.7% | 0.0% | +6.7% | +6.6% |
| 3M | -10.7% | +13.1% | -23.8% | -12.2% |
| 6M | -20.6% | +11.7% | -32.3% | -22.2% |
| YTD | -7.1% | -26.1% | +19.0% | -5.2% |
| 1Y | +62.0% | -21.3% | +83.2% | +63.7% |
| 3Y | +169.8% | -46.7% | +216.6% | +182.5% |
| 5Y | +161.5% | -40.5% | +202.0% | +167.7% |
| 10Y | +224.4% | +103.9% | +120.5% | +178.7% |
| All | +333.1% | +1,249.9% | -916.8% | +187.6% |
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