+62.0%
SLV vs LYB
+25.6%
+36.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.1% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +6.7% | +8.7% | -2.0% | +6.0% |
| 3M | -10.7% | -3.0% | -7.7% | -10.5% |
| 6M | -20.6% | +4.7% | -25.3% | -24.8% |
| YTD | -7.1% | +51.6% | -58.7% | -17.5% |
| 1Y | +62.0% | +24.4% | +37.6% | +35.7% |
| All | +62.0% | +25.6% | +36.4% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling