+248.5%
SLV vs O
+680.5%
-432.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.6% |
| 7D | +5.6% | +3.3% | +2.3% | +5.2% |
| 30D | -12.1% | +10.3% | -22.5% | -13.3% |
| 3M | -16.3% | -3.5% | -12.8% | -15.9% |
| 6M | -34.1% | -1.3% | -32.8% | -34.1% |
| YTD | -25.3% | +10.3% | -35.6% | -26.4% |
| 1Y | +9.6% | +10.4% | -0.8% | +7.9% |
| 3Y | +132.7% | +40.0% | +92.7% | +121.2% |
| 5Y | +113.7% | +12.4% | +101.3% | +108.5% |
| 10Y | +175.9% | +78.2% | +97.7% | +151.7% |
| All | +248.5% | +680.5% | -432.0% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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