+219.5%
SLV vs LVS
+0.7%
+218.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -2.4% |
| 7D | -5.8% | -0.8% | -5.0% | -5.8% |
| 30D | -12.1% | +10.0% | -22.1% | -12.8% |
| 3M | -24.1% | -11.0% | -13.1% | -23.5% |
| 6M | -44.4% | -20.1% | -24.2% | -43.5% |
| YTD | -31.5% | -36.3% | +4.8% | -29.2% |
| 1Y | -6.9% | -36.8% | +29.9% | -3.8% |
| 3Y | +116.0% | -9.5% | +125.5% | +115.3% |
| 5Y | +88.4% | +9.3% | +79.1% | +82.5% |
| 10Y | +167.9% | -11.0% | +178.9% | +157.4% |
| All | +219.5% | +0.7% | +218.8% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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