+174.7%
SLV vs REGN
-4.3%
+179.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | -2.8% | -5.6% | +2.7% | -2.1% |
| 30D | -1.6% | -2.0% | +0.4% | -1.3% |
| 3M | -4.4% | +28.0% | -32.4% | -7.4% |
| 6M | -25.4% | +1.2% | -26.6% | -25.6% |
| YTD | -9.8% | +1.6% | -11.4% | -10.1% |
| 1Y | +53.8% | +38.2% | +15.6% | +49.7% |
| 3Y | +174.7% | -5.4% | +180.0% | +186.4% |
| All | +174.7% | -4.3% | +179.0% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 3y: compounded portfolio wealth divided by compounded REGN 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…
3y analysis · Full analysis span regression · 6 months rolling