+167.8%
SLV vs MAR
+155.0%
+12.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | +2.5% | -1.7% | +4.2% | +2.7% |
| 30D | +3.3% | -6.9% | +10.2% | +4.2% |
| 3M | -3.6% | -15.8% | +12.2% | -1.4% |
| 6M | -21.8% | +1.9% | -23.8% | -22.0% |
| YTD | -7.8% | +6.6% | -14.4% | -8.8% |
| 1Y | +58.3% | +23.7% | +34.6% | +53.7% |
| 3Y | +182.6% | +64.6% | +118.0% | +162.8% |
| 5Y | +167.8% | +156.4% | +11.4% | +131.1% |
| All | +167.8% | +155.0% | +12.8% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling