+164.3%
SLV vs OSCR
+96.8%
+67.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -2.8% | +1.6% | -4.5% | -2.9% |
| 30D | -1.6% | +10.7% | -12.3% | -2.1% |
| 3M | -4.4% | +13.4% | -17.8% | -5.1% |
| 6M | -25.4% | +144.6% | -170.0% | -28.6% |
| YTD | -9.8% | +128.0% | -137.8% | -13.4% |
| 1Y | +53.8% | +68.7% | -14.9% | +48.5% |
| 3Y | +174.7% | +398.8% | -224.1% | +149.7% |
| All | +164.3% | +96.8% | +67.5% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 5y: compounded portfolio wealth divided by compounded OSCR 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…
5y analysis · Full analysis span regression · 6 months rolling