+226.7%
SLV vs OMC
+240.8%
-14.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.0% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | -15.6% | +10.6% | -26.3% | -16.8% |
| 3M | -23.6% | +2.6% | -26.2% | -24.0% |
| 6M | -42.6% | +16.6% | -59.2% | -44.0% |
| YTD | -30.0% | +10.9% | -40.9% | -31.6% |
| 1Y | -6.6% | +22.1% | -28.7% | -10.1% |
| 3Y | +121.8% | +27.5% | +94.4% | +109.5% |
| 5Y | +92.7% | +50.6% | +42.0% | +74.4% |
| 10Y | +174.0% | +51.7% | +122.3% | +139.8% |
| All | +226.7% | +240.8% | -14.1% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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