+172.7%
SLV vs RNG
-70.2%
+242.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.3% |
| 7D | +2.8% | -4.1% | +6.8% | +3.0% |
| 30D | +2.2% | +8.6% | -6.4% | +1.7% |
| 3M | +2.9% | +78.0% | -75.1% | -1.1% |
| 6M | -22.4% | +67.0% | -89.5% | -25.4% |
| YTD | -5.7% | +142.4% | -148.2% | -12.5% |
| 1Y | +63.3% | +120.4% | -57.1% | +52.4% |
| 3Y | +189.0% | +122.1% | +66.9% | +166.1% |
| 5Y | +172.7% | -69.8% | +242.5% | +161.7% |
| All | +172.7% | -70.2% | +242.9% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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