+226.7%
SLV vs ITW
+812.3%
-585.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | -3.9% | +0.5% | -4.3% | -3.9% |
| 30D | -15.6% | +7.7% | -23.3% | -17.0% |
| 3M | -23.6% | -1.3% | -22.3% | -23.4% |
| 6M | -42.6% | +15.5% | -58.1% | -44.4% |
| YTD | -30.0% | +18.6% | -48.6% | -32.6% |
| 1Y | -6.6% | +19.8% | -26.4% | -10.3% |
| 3Y | +121.8% | +32.5% | +89.3% | +107.2% |
| 5Y | +92.7% | +35.3% | +57.3% | +77.3% |
| 10Y | +174.0% | +193.2% | -19.3% | +105.9% |
| All | +226.7% | +812.3% | -585.6% | +62.8% |
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