+333.1%
SLV vs O
+695.7%
-362.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +6.7% | -1.9% | +8.6% | +7.0% |
| 3M | -10.7% | +3.8% | -14.5% | -11.3% |
| 6M | -20.6% | -4.7% | -15.9% | -20.1% |
| YTD | -7.1% | +12.5% | -19.6% | -8.8% |
| 1Y | +62.0% | +10.8% | +51.1% | +59.4% |
| 3Y | +169.8% | +28.8% | +141.0% | +159.3% |
| 5Y | +161.5% | +13.2% | +148.3% | +154.9% |
| 10Y | +224.4% | +53.5% | +170.9% | +200.0% |
| All | +333.1% | +695.7% | -362.6% | +227.6% |
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