+128.5%
SLV vs M
+155.4%
-26.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -4.0% | -3.5% |
| 7D | +3.7% | +5.0% | -1.4% | +3.1% |
| 30D | -15.2% | +10.6% | -25.8% | -16.0% |
| 3M | -21.8% | +1.6% | -23.4% | -22.1% |
| 6M | -36.3% | +30.8% | -67.2% | -38.0% |
| YTD | -27.8% | +16.9% | -44.7% | -29.4% |
| 1Y | +1.5% | +26.3% | -24.8% | -1.4% |
| 3Y | +128.5% | +158.6% | -30.1% | +110.4% |
| All | +128.5% | +155.4% | -26.8% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling