+219.9%
SLV vs LYB
+48.3%
+171.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -1.6% | +2.5% | -4.1% | -2.0% |
| 3M | -4.4% | +1.4% | -5.8% | -4.8% |
| 6M | -25.4% | -3.5% | -21.9% | -26.0% |
| YTD | -9.8% | +52.0% | -61.8% | -17.0% |
| 1Y | +53.8% | +22.1% | +31.7% | +46.0% |
| 3Y | +174.7% | -22.8% | +197.4% | +178.4% |
| 5Y | +164.3% | -3.4% | +167.7% | +156.0% |
| All | +219.9% | +48.3% | +171.6% | +180.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling