+320.8%
SLV vs ITW
+747.6%
-426.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -2.8% | -0.7% | -2.1% | -2.7% |
| 30D | -1.6% | -8.3% | +6.7% | +0.2% |
| 3M | -4.4% | +6.0% | -10.5% | -5.8% |
| 6M | -25.4% | 0.0% | -25.4% | -25.5% |
| YTD | -9.8% | +10.2% | -20.0% | -11.7% |
| 1Y | +53.8% | +3.2% | +50.6% | +52.3% |
| 3Y | +174.7% | +21.0% | +153.7% | +161.4% |
| 5Y | +164.3% | +37.9% | +126.4% | +142.3% |
| 10Y | +220.9% | +193.2% | +27.7% | +140.5% |
| All | +320.8% | +747.6% | -426.8% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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