+103.2%
SLV vs MKC
-35.1%
+138.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.2% |
| 7D | +3.7% | -2.4% | +6.1% | +3.9% |
| 30D | -15.2% | +5.4% | -20.5% | -15.6% |
| 3M | -21.8% | -11.1% | -10.6% | -20.9% |
| 6M | -36.3% | -1.4% | -34.9% | -36.6% |
| YTD | -27.8% | -29.4% | +1.6% | -24.2% |
| 1Y | +1.5% | -24.7% | +26.2% | +5.5% |
| 3Y | +128.5% | -21.8% | +150.3% | +133.6% |
| 5Y | +103.2% | -36.0% | +139.2% | +122.2% |
| All | +103.2% | -35.1% | +138.4% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling