+0.4%
SLV vs MOD
-33.2%
+33.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.1% |
| 7D | -1.1% | +8.2% | -9.3% | -2.3% |
| 30D | -14.2% | -38.2% | +24.0% | -7.8% |
| 3M | -20.3% | -46.2% | +25.9% | -12.7% |
| 6M | -40.2% | -62.5% | +22.4% | -31.2% |
| YTD | -27.6% | -20.1% | -7.5% | -18.6% |
| 1Y | +0.4% | -29.7% | +30.1% | +15.3% |
| All | +0.4% | -33.2% | +33.6% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling