+236.5%
SLV vs OMC
+248.7%
-12.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.5% |
| 7D | +3.7% | +6.8% | -3.2% | +2.7% |
| 30D | -15.2% | +16.2% | -31.3% | -16.9% |
| 3M | -21.8% | +6.0% | -27.8% | -22.5% |
| 6M | -36.3% | +17.7% | -54.1% | -38.0% |
| YTD | -27.8% | +13.5% | -41.3% | -29.8% |
| 1Y | +1.5% | +27.2% | -25.7% | -2.9% |
| 3Y | +128.5% | +30.4% | +98.1% | +115.1% |
| 5Y | +103.2% | +53.5% | +49.7% | +83.5% |
| 10Y | +164.7% | +57.0% | +107.7% | +130.3% |
| All | +236.5% | +248.7% | -12.1% | +111.2% |
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