+165.7%
SLV vs M
+27.3%
+138.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.3% |
| 7D | -0.3% | +4.7% | -5.1% | -0.6% |
| 30D | +6.7% | -9.6% | +16.3% | +7.2% |
| 3M | -10.7% | +0.9% | -11.5% | -10.8% |
| 6M | -20.6% | +22.3% | -42.9% | -21.4% |
| YTD | -7.1% | +6.5% | -13.7% | -7.7% |
| 1Y | +62.0% | +38.8% | +23.2% | +58.8% |
| 3Y | +169.8% | +115.9% | +53.9% | +159.1% |
| All | +165.7% | +27.3% | +138.5% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling