+164.3%
SLV vs LYB
-4.6%
+168.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.4% |
| YTD | -9.8% | +52.0% | -61.8% | -19.3% |
| 1Y | +53.8% | +22.1% | +31.7% | +43.1% |
| 3Y | +174.7% | -22.8% | +197.4% | +183.5% |
| All | +164.3% | -4.6% | +168.9% | +155.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling