+92.7%
SLV vs REPL
-35.3%
+127.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.3% |
| 7D | -3.9% | +9.8% | -13.6% | -4.0% |
| 30D | -15.6% | +81.5% | -97.2% | -16.5% |
| 3M | -23.6% | +44.2% | -67.8% | -24.1% |
| 6M | -42.6% | +437.4% | -480.0% | -44.9% |
| YTD | -30.0% | +126.1% | -156.1% | -32.8% |
| 1Y | -6.6% | +143.1% | -149.8% | -10.5% |
| 3Y | +121.8% | +97.8% | +24.0% | +103.4% |
| 5Y | +92.7% | -34.3% | +126.9% | +86.7% |
| All | +92.7% | -35.3% | +127.9% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling