+10.3%
SLV vs MAR
+62.0%
-51.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.1% | +4.7% |
| 7D | -3.9% | +7.7% | -11.6% | -5.5% |
| 30D | -14.5% | +19.4% | -33.8% | -17.7% |
| 3M | -12.4% | +23.3% | -35.7% | -16.4% |
| 6M | -28.5% | +22.8% | -51.3% | -31.6% |
| YTD | -26.8% | +37.8% | -64.6% | -32.3% |
| 1Y | +10.3% | +57.4% | -47.0% | +2.1% |
| All | +10.3% | +62.0% | -51.7% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling