+333.1%
SLV vs MAR
+1,104.9%
-771.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | -4.2% | +3.8% | +0.2% |
| 30D | +6.7% | -6.7% | +13.4% | +7.6% |
| 3M | -10.7% | -12.5% | +1.8% | -9.3% |
| 6M | -20.6% | +0.6% | -21.2% | -20.7% |
| YTD | -7.1% | +9.1% | -16.3% | -8.4% |
| 1Y | +62.0% | +26.2% | +35.8% | +56.9% |
| 3Y | +169.8% | +68.2% | +101.7% | +150.7% |
| 5Y | +161.5% | +163.9% | -2.5% | +127.2% |
| 10Y | +224.4% | +420.6% | -196.2% | +148.3% |
| All | +333.1% | +1,104.9% | -771.8% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling