+226.7%
SLV vs MKC
+311.3%
-84.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.1% |
| 7D | -3.9% | -7.3% | +3.4% | -2.7% |
| 30D | -15.6% | +4.0% | -19.6% | -16.2% |
| 3M | -23.6% | -11.5% | -12.2% | -22.3% |
| 6M | -42.6% | +1.1% | -43.6% | -43.1% |
| YTD | -30.0% | -29.9% | -0.1% | -26.2% |
| 1Y | -6.6% | -27.0% | +20.4% | -2.3% |
| 3Y | +121.8% | -22.3% | +144.2% | +127.4% |
| 5Y | +92.7% | -36.0% | +128.7% | +102.4% |
| 10Y | +174.0% | +24.2% | +149.8% | +152.5% |
| All | +226.7% | +311.3% | -84.6% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling