+216.5%
SLV vs MARA
-75.5%
+291.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -5.2% |
| 7D | -5.0% | -1.5% | -3.6% | -5.0% |
| 30D | -1.8% | +18.1% | -19.9% | -2.4% |
| 3M | -0.3% | -9.4% | +9.2% | -0.2% |
| 6M | -28.2% | +33.4% | -61.6% | -29.0% |
| YTD | -10.7% | +27.3% | -38.0% | -11.7% |
| 1Y | +53.7% | -27.9% | +81.6% | +53.9% |
| 3Y | +173.7% | +4.8% | +168.9% | +165.5% |
| 5Y | +161.5% | -68.0% | +229.5% | +152.3% |
| All | +216.5% | -75.5% | +291.9% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MARA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling