+110.0%
SLV vs MOD
+720.4%
-610.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.8% | +0.1% |
| 7D | -0.7% | -34.2% | +33.4% | +2.5% |
| 30D | -15.4% | -51.9% | +36.5% | -10.2% |
| 3M | -16.3% | -53.0% | +36.7% | -11.2% |
| 6M | -28.8% | -66.4% | +37.6% | -22.7% |
| YTD | -27.1% | -31.5% | +4.4% | -24.3% |
| 1Y | +7.5% | -39.6% | +47.1% | +12.3% |
| 3Y | +121.2% | +116.8% | +4.3% | +112.4% |
| 5Y | +110.0% | +713.8% | -603.8% | +89.2% |
| All | +110.0% | +720.4% | -610.4% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling