+211.4%
SLV vs P
+449.6%
-238.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.4% | +15.9% | +1.2% |
| 7D | -0.7% | -31.9% | +31.2% | +3.0% |
| 30D | -15.4% | -36.5% | +21.2% | -11.6% |
| 3M | -16.3% | +11.6% | -27.9% | -18.0% |
| 6M | -28.8% | +25.2% | -54.0% | -31.4% |
| YTD | -27.1% | +39.4% | -66.6% | -30.5% |
| 1Y | +7.5% | -3.7% | +11.2% | +5.2% |
| 3Y | +121.2% | +167.3% | -46.1% | +94.6% |
| 5Y | +110.0% | +237.3% | -127.4% | +79.1% |
| 10Y | +168.8% | +698.6% | -529.8% | +110.9% |
| All | +211.4% | +449.6% | -238.2% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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