+242.1%
SLV vs LYB
+633.9%
-391.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.8% | -3.1% | +5.9% | +3.3% |
| 30D | +2.2% | +4.0% | -1.8% | +1.5% |
| 3M | +2.9% | +2.4% | +0.5% | +2.2% |
| 6M | -22.4% | -1.4% | -21.0% | -23.3% |
| YTD | -5.7% | +53.9% | -59.7% | -13.8% |
| 1Y | +63.3% | +26.1% | +37.2% | +54.0% |
| 3Y | +189.0% | -21.0% | +210.0% | +192.4% |
| 5Y | +172.7% | -0.7% | +173.4% | +162.3% |
| 10Y | +235.3% | +49.3% | +186.0% | +182.3% |
| All | +242.1% | +633.9% | -391.9% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling