+103.4%
SLV vs MARA
-78.7%
+182.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.2% |
| 7D | -0.3% | +6.0% | -6.3% | -0.4% |
| 30D | +6.7% | +0.6% | +6.1% | +6.6% |
| 3M | -10.7% | -18.5% | +7.8% | -10.5% |
| 6M | -20.6% | +21.7% | -42.3% | -21.0% |
| YTD | -7.1% | +25.9% | -33.1% | -7.7% |
| 1Y | +62.0% | -25.1% | +87.1% | +62.0% |
| 3Y | +169.8% | -5.7% | +175.6% | +165.9% |
| 5Y | +161.5% | -73.9% | +235.4% | +157.1% |
| 10Y | +224.4% | -75.6% | +300.0% | +204.5% |
| All | +103.4% | -78.7% | +182.1% | +90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling