+219.5%
SLV vs ITOT
+709.2%
-489.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -5.8% | +2.5% | -8.3% | -6.7% |
| 30D | -12.1% | -1.7% | -10.4% | -11.5% |
| 3M | -24.1% | -3.4% | -20.8% | -23.0% |
| 6M | -44.4% | +2.1% | -46.5% | -44.6% |
| YTD | -31.5% | +11.5% | -43.0% | -33.7% |
| 1Y | -6.9% | +13.6% | -20.6% | -10.5% |
| 3Y | +116.0% | +77.2% | +38.8% | +76.6% |
| 5Y | +88.4% | +64.4% | +24.1% | +56.5% |
| 10Y | +167.9% | +288.6% | -120.7% | +61.7% |
| All | +219.5% | +709.2% | -489.7% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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