+216.5%
SLV vs MDY
+175.0%
+41.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.0% |
| 7D | -5.0% | -2.5% | -2.5% | -4.2% |
| 30D | -1.8% | -5.0% | +3.3% | 0.0% |
| 3M | -0.3% | +0.5% | -0.7% | -0.3% |
| 6M | -28.2% | +8.0% | -36.2% | -29.7% |
| YTD | -10.7% | +12.2% | -22.9% | -13.5% |
| 1Y | +53.7% | +14.0% | +39.7% | +48.3% |
| 3Y | +173.7% | +48.2% | +125.5% | +143.5% |
| 5Y | +161.5% | +46.1% | +115.4% | +131.0% |
| All | +216.5% | +175.0% | +41.5% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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