+239.8%
SLV vs M
+20.5%
+219.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | -0.3% |
| 7D | -0.7% | -2.1% | +1.4% | -0.7% |
| 30D | -15.4% | +7.7% | -23.1% | -15.6% |
| 3M | -16.3% | -4.4% | -11.9% | -16.2% |
| 6M | -28.8% | +27.5% | -56.3% | -29.5% |
| YTD | -27.1% | +12.8% | -39.9% | -27.7% |
| 1Y | +7.5% | +20.7% | -13.2% | +6.4% |
| 3Y | +121.2% | +111.3% | +9.9% | +113.0% |
| 5Y | +110.0% | -6.3% | +116.3% | +105.4% |
| 10Y | +168.8% | +1.5% | +167.3% | +154.0% |
| All | +239.8% | +20.5% | +219.3% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling