+185.4%
SLV vs RNG
+327.7%
-142.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -1.0% |
| 7D | -0.3% | +5.8% | -6.1% | -0.6% |
| 30D | +6.7% | +19.6% | -12.9% | +5.6% |
| 3M | -10.7% | +67.0% | -77.7% | -13.4% |
| 6M | -20.6% | +88.4% | -109.0% | -23.9% |
| YTD | -7.1% | +155.5% | -162.6% | -13.0% |
| 1Y | +62.0% | +141.7% | -79.7% | +52.0% |
| 3Y | +169.8% | +131.1% | +38.7% | +151.0% |
| 5Y | +161.5% | -70.6% | +232.0% | +160.6% |
| 10Y | +224.4% | +228.2% | -3.8% | +216.6% |
| All | +185.4% | +327.7% | -142.3% | +184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling