+239.3%
SLV vs MAR
+1,391.2%
-1,151.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +5.1% | +4.3% | +0.8% | +4.5% |
| 30D | -12.9% | +16.8% | -29.7% | -14.6% |
| 3M | -16.1% | +16.0% | -32.1% | -17.6% |
| 6M | -33.2% | +16.5% | -49.6% | -34.5% |
| YTD | -27.2% | +35.0% | -62.3% | -30.1% |
| 1Y | +7.6% | +49.4% | -41.7% | +2.1% |
| 3Y | +122.3% | +124.1% | -1.7% | +99.4% |
| 5Y | +109.7% | +159.2% | -49.5% | +82.6% |
| 10Y | +168.4% | +553.9% | -385.5% | +99.7% |
| All | +239.3% | +1,391.2% | -1,151.9% | +100.9% |
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