+99.8%
SLV vs RNG
-74.0%
+173.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.1% | +0.2% |
| 7D | -1.1% | -3.5% | +2.4% | -0.9% |
| 30D | -14.2% | -3.8% | -10.4% | -14.0% |
| 3M | -20.3% | +18.6% | -38.9% | -21.2% |
| 6M | -40.2% | +69.2% | -109.4% | -42.4% |
| YTD | -27.6% | +161.9% | -189.5% | -33.2% |
| 1Y | +0.4% | +176.2% | -175.8% | -7.7% |
| 3Y | +129.4% | +174.5% | -45.2% | +108.3% |
| 5Y | +99.8% | -71.9% | +171.7% | +94.8% |
| All | +99.8% | -74.0% | +173.8% | +94.8% |
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