+333.1%
SLV vs ITOT
+727.2%
-394.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +6.7% | 0.0% | +6.7% | +6.7% |
| 3M | -10.7% | +2.0% | -12.6% | -11.2% |
| 6M | -20.6% | +13.0% | -33.6% | -23.9% |
| YTD | -7.1% | +14.0% | -21.1% | -11.0% |
| 1Y | +62.0% | +19.9% | +42.1% | +52.4% |
| 3Y | +169.8% | +75.8% | +94.0% | +120.5% |
| 5Y | +161.5% | +73.8% | +87.6% | +112.4% |
| 10Y | +224.4% | +295.9% | -71.5% | +94.0% |
| All | +333.1% | +727.2% | -394.1% | +57.0% |
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