+237.7%
SLV vs MO
+1,499.2%
-1,261.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | -14.2% | +8.0% | -22.2% | -14.8% |
| 3M | -20.3% | +20.9% | -41.2% | -21.8% |
| 6M | -40.2% | +16.3% | -56.5% | -41.3% |
| YTD | -27.6% | +40.7% | -68.3% | -30.7% |
| 1Y | +0.4% | +41.5% | -41.0% | -4.0% |
| 3Y | +129.4% | +141.5% | -12.2% | +101.6% |
| 5Y | +99.8% | +153.1% | -53.3% | +73.7% |
| 10Y | +183.2% | +149.3% | +33.9% | +141.1% |
| All | +237.7% | +1,499.2% | -1,261.5% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling