+106.9%
SLV vs REPL
-35.6%
+142.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -0.3% |
| 7D | +5.1% | +22.8% | -17.7% | +4.7% |
| 30D | -12.9% | +63.8% | -76.7% | -13.6% |
| 3M | -16.1% | +68.1% | -84.2% | -16.9% |
| 6M | -33.2% | +528.5% | -561.7% | -36.2% |
| YTD | -27.2% | +122.4% | -149.7% | -30.2% |
| 1Y | +7.6% | +154.4% | -146.7% | +3.1% |
| 3Y | +122.3% | +68.0% | +54.4% | +105.2% |
| All | +106.9% | -35.6% | +142.5% | +102.8% |
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 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