+316.3%
SLV vs NYT
+244.8%
+71.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -5.0% | -0.7% | -4.3% | -5.0% |
| 30D | -1.8% | +4.5% | -6.2% | -2.2% |
| 3M | -0.3% | -8.5% | +8.2% | +0.2% |
| 6M | -28.2% | -15.1% | -13.2% | -27.4% |
| YTD | -10.7% | -3.3% | -7.4% | -10.9% |
| 1Y | +53.7% | +17.0% | +36.7% | +50.9% |
| 3Y | +173.7% | +55.7% | +118.0% | +160.6% |
| 5Y | +161.5% | +38.9% | +122.6% | +148.9% |
| 10Y | +217.5% | +485.3% | -267.8% | +161.1% |
| All | +316.3% | +244.8% | +71.5% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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