+333.1%
SLV vs RIG
-92.3%
+425.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.9% |
| 7D | -0.3% | +0.9% | -1.2% | -0.5% |
| 30D | +6.7% | +13.8% | -7.1% | +5.1% |
| 3M | -10.7% | -6.4% | -4.3% | -10.2% |
| 6M | -20.6% | -8.2% | -12.4% | -20.4% |
| YTD | -7.1% | +41.6% | -48.8% | -11.0% |
| 1Y | +62.0% | +88.7% | -26.7% | +50.0% |
| 3Y | +169.8% | -30.9% | +200.7% | +170.2% |
| 5Y | +161.5% | +57.7% | +103.8% | +129.7% |
| 10Y | +224.4% | -39.3% | +263.7% | +164.4% |
| All | +333.1% | -92.3% | +425.4% | +365.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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