+172.7%
SLV vs MO
+96.7%
+76.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.2% |
| 7D | +2.8% | -2.4% | +5.2% | +2.6% |
| 30D | +2.2% | +3.6% | -1.4% | +2.4% |
| 3M | +2.9% | -3.7% | +6.6% | +2.7% |
| 6M | -22.4% | +4.5% | -26.9% | -22.8% |
| YTD | -5.7% | +21.5% | -27.2% | -6.7% |
| 1Y | +63.3% | +9.5% | +53.8% | +62.7% |
| 3Y | +189.0% | +93.6% | +95.4% | +163.4% |
| 5Y | +172.7% | +97.5% | +75.2% | +144.8% |
| All | +172.7% | +96.7% | +76.0% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling