+122.3%
SLV vs MOD
+129.2%
-6.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.7% |
| 7D | +5.1% | -25.5% | +30.6% | +7.8% |
| 30D | -12.9% | -49.0% | +36.1% | -7.0% |
| 3M | -16.1% | -49.8% | +33.7% | -10.4% |
| 6M | -33.2% | -64.8% | +31.6% | -26.5% |
| YTD | -27.2% | -27.6% | +0.4% | -23.8% |
| 1Y | +7.6% | -35.2% | +42.8% | +13.4% |
| 3Y | +122.3% | +137.1% | -14.8% | +122.2% |
| All | +122.3% | +129.2% | -6.9% | +122.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling