+333.1%
SLV vs LVS
+9.7%
+323.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | -1.5% | +1.2% | -0.2% |
| 30D | +6.7% | -3.2% | +9.9% | +6.9% |
| 3M | -10.7% | -12.0% | +1.3% | -9.9% |
| 6M | -20.6% | -19.9% | -0.7% | -19.3% |
| YTD | -7.1% | -30.6% | +23.5% | -4.7% |
| 1Y | +62.0% | -17.7% | +79.7% | +63.8% |
| 3Y | +169.8% | -14.2% | +184.0% | +170.0% |
| 5Y | +161.5% | +9.6% | +151.8% | +152.8% |
| 10Y | +224.4% | +5.7% | +218.7% | +207.6% |
| All | +333.1% | +9.7% | +323.4% | +214.6% |
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