+333.1%
SLV vs MTB
+276.0%
+57.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +1.7% | -2.1% | -0.4% |
| 30D | +6.7% | -4.2% | +10.9% | +6.9% |
| 3M | -10.7% | +8.9% | -19.6% | -11.1% |
| 6M | -20.6% | +10.9% | -31.5% | -21.1% |
| YTD | -7.1% | +21.5% | -28.6% | -8.1% |
| 1Y | +62.0% | +21.9% | +40.1% | +60.2% |
| 3Y | +169.8% | +109.2% | +60.6% | +159.1% |
| 5Y | +161.5% | +102.0% | +59.5% | +150.5% |
| 10Y | +224.4% | +171.9% | +52.5% | +201.6% |
| All | +333.1% | +276.0% | +57.1% | +301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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