+239.8%
SLV vs MOD
+252.5%
-12.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.8% | 0.0% |
| 7D | -0.7% | -34.2% | +33.4% | +1.8% |
| 30D | -15.4% | -51.9% | +36.5% | -11.4% |
| 3M | -16.3% | -53.0% | +36.7% | -12.3% |
| 6M | -28.8% | -66.4% | +37.6% | -24.0% |
| YTD | -27.1% | -31.5% | +4.4% | -25.9% |
| 1Y | +7.5% | -39.6% | +47.1% | +10.0% |
| 3Y | +121.2% | +116.8% | +4.3% | +105.3% |
| 5Y | +110.0% | +713.8% | -603.8% | +77.2% |
| 10Y | +168.8% | +882.7% | -713.9% | +112.8% |
| All | +239.8% | +252.5% | -12.7% | +185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling