+333.1%
SLV vs RF
+59.3%
+273.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +1.3% | -1.6% | -0.4% |
| 30D | +6.7% | -3.6% | +10.3% | +6.8% |
| 3M | -10.7% | +8.1% | -18.8% | -10.9% |
| 6M | -20.6% | +11.5% | -32.1% | -20.9% |
| YTD | -7.1% | +15.6% | -22.7% | -7.6% |
| 1Y | +62.0% | +15.7% | +46.3% | +61.2% |
| 3Y | +169.8% | +86.9% | +82.9% | +164.8% |
| 5Y | +161.5% | +89.8% | +71.6% | +155.9% |
| 10Y | +224.4% | +344.7% | -120.3% | +210.1% |
| All | +333.1% | +59.3% | +273.8% | +319.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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