+128.3%
SLV vs REPL
+96.7%
+31.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.4% |
| 7D | -1.1% | +5.3% | -6.3% | -1.2% |
| 30D | -14.2% | +66.6% | -80.8% | -14.7% |
| 3M | -20.3% | +59.6% | -79.9% | -20.9% |
| 6M | -40.2% | +482.4% | -522.5% | -42.2% |
| YTD | -27.6% | +124.1% | -151.7% | -29.9% |
| 1Y | +0.4% | +138.6% | -138.1% | -2.9% |
| All | +128.3% | +96.7% | +31.6% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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