+187.0%
SLV vs MAR
+64.8%
+122.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | +2.1% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | +2.2% | -4.7% | +6.9% | +2.9% |
| 3M | +2.9% | -15.6% | +18.5% | +5.4% |
| 6M | -22.4% | +1.2% | -23.6% | -22.4% |
| YTD | -5.7% | +7.5% | -13.2% | -6.9% |
| 1Y | +63.3% | +26.6% | +36.7% | +57.8% |
| All | +187.0% | +64.8% | +122.1% | +168.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling