+239.3%
SLV vs RIG
-93.1%
+332.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | -0.4% |
| 7D | +5.1% | -24.5% | +29.6% | +8.1% |
| 30D | -12.9% | -2.8% | -10.1% | -12.9% |
| 3M | -16.1% | +1.6% | -17.6% | -16.6% |
| 6M | -33.2% | -15.9% | -17.3% | -32.4% |
| YTD | -27.2% | +26.9% | -54.1% | -29.7% |
| 1Y | +7.6% | +34.4% | -26.7% | +3.3% |
| 3Y | +122.3% | -21.2% | +143.5% | +119.2% |
| 5Y | +109.7% | +46.4% | +63.3% | +85.5% |
| 10Y | +168.4% | -45.8% | +214.3% | +122.1% |
| All | +239.3% | -93.1% | +332.4% | +267.3% |
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