+122.3%
SLV vs M
+100.8%
+21.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.3% |
| 7D | +5.1% | -4.3% | +9.4% | +5.5% |
| 30D | -12.9% | +1.3% | -14.2% | -13.0% |
| 3M | -16.1% | -7.4% | -8.7% | -15.6% |
| 6M | -33.2% | +18.3% | -51.5% | -34.3% |
| YTD | -27.2% | +7.6% | -34.8% | -28.2% |
| 1Y | +7.6% | +17.4% | -9.8% | +5.3% |
| 3Y | +122.3% | +108.4% | +14.0% | +99.9% |
| All | +122.3% | +100.8% | +21.5% | +99.9% |
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