+333.1%
SLV vs MO
+1,301.0%
-967.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -0.3% | +0.3% | -0.7% | -0.4% |
| 30D | +6.7% | +0.6% | +6.0% | +6.6% |
| 3M | -10.7% | -1.0% | -9.7% | -10.9% |
| 6M | -20.6% | +4.3% | -24.9% | -21.4% |
| YTD | -7.1% | +23.3% | -30.4% | -10.1% |
| 1Y | +62.0% | +10.5% | +51.5% | +58.9% |
| 3Y | +169.8% | +96.3% | +73.6% | +142.7% |
| 5Y | +161.5% | +98.9% | +62.6% | +133.5% |
| 10Y | +224.4% | +103.6% | +120.8% | +183.3% |
| All | +333.1% | +1,301.0% | -967.9% | +143.4% |
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