+89.9%
SLV vs M
-3.3%
+93.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.3% |
| 7D | -5.8% | +7.0% | -12.9% | -6.2% |
| 30D | -12.1% | +8.9% | -21.0% | -12.6% |
| 3M | -24.1% | +4.5% | -28.6% | -24.4% |
| 6M | -44.4% | +36.2% | -80.6% | -45.4% |
| YTD | -31.5% | +15.1% | -46.6% | -32.3% |
| 1Y | -6.9% | +27.4% | -34.4% | -8.6% |
| 3Y | +116.0% | +160.1% | -44.1% | +104.7% |
| All | +89.9% | -3.3% | +93.2% | +80.7% |
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