+10.3%
SLV vs MKC
-18.2%
+28.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.4% | -0.3% | +5.2% |
| 7D | -3.9% | +9.6% | -13.5% | -3.8% |
| 30D | -14.5% | +12.0% | -26.5% | -14.4% |
| 3M | -12.4% | -2.0% | -10.4% | -12.3% |
| 6M | -28.5% | +7.2% | -35.7% | -28.7% |
| YTD | -26.8% | -23.7% | -3.0% | -19.2% |
| 1Y | +10.3% | -18.3% | +28.6% | +20.9% |
| All | +10.3% | -18.2% | +28.6% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling