+180.6%
SLV vs MO
+93.8%
+86.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -1.0% |
| 7D | +2.5% | -2.0% | +4.5% | +2.0% |
| 30D | +3.3% | -0.3% | +3.5% | +3.4% |
| 3M | -3.6% | -2.9% | -0.6% | -3.9% |
| 6M | -21.8% | +5.8% | -27.6% | -21.1% |
| YTD | -7.8% | +22.0% | -29.8% | -5.1% |
| 1Y | +58.3% | +10.7% | +47.6% | +62.0% |
| All | +180.6% | +93.8% | +86.8% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 3y: compounded portfolio wealth divided by compounded MO 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…
3y analysis · Full analysis span regression · 6 months rolling