+221.2%
SLV vs REPL
+35.1%
+186.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.8% |
| 3M | -16.1% | +68.1% | -84.2% | -17.1% |
| 6M | -33.2% | +528.5% | -561.7% | -36.9% |
| YTD | -27.2% | +122.4% | -149.7% | -30.7% |
| 1Y | +7.6% | +154.4% | -146.7% | +2.2% |
| 3Y | +122.3% | +68.0% | +54.4% | +101.9% |
| 5Y | +109.7% | -35.4% | +145.1% | +95.3% |
| All | +221.2% | +35.1% | +186.1% | +179.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling