+333.1%
SLV vs OMC
+220.9%
+112.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.9% |
| 7D | -0.3% | -6.4% | +6.1% | +0.6% |
| 30D | +6.7% | +1.1% | +5.6% | +6.4% |
| 3M | -10.7% | +10.4% | -21.1% | -12.2% |
| 6M | -20.6% | -1.7% | -18.9% | -20.7% |
| YTD | -7.1% | +4.4% | -11.6% | -8.5% |
| 1Y | +62.0% | +8.4% | +53.5% | +58.4% |
| 3Y | +169.8% | +14.4% | +155.4% | +159.0% |
| 5Y | +161.5% | +33.9% | +127.6% | +141.0% |
| 10Y | +224.4% | +34.9% | +189.6% | +190.0% |
| All | +333.1% | +220.9% | +112.2% | +175.3% |
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