+128.3%
SLV vs MO
+141.1%
-12.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.8% |
| 7D | -1.1% | -0.8% | -0.3% | -1.3% |
| 30D | -14.2% | +8.0% | -22.2% | -12.0% |
| 3M | -20.3% | +20.9% | -41.2% | -15.6% |
| 6M | -40.2% | +16.3% | -56.5% | -37.3% |
| YTD | -27.6% | +40.7% | -68.3% | -21.3% |
| 1Y | +0.4% | +41.5% | -41.0% | +9.2% |
| All | +128.3% | +141.1% | -12.8% | +130.0% |
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