+115.3%
SLV vs RNG
+343.0%
-227.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.3% | -3.3% |
| 7D | -3.9% | +2.3% | -6.1% | -4.0% |
| 30D | -15.6% | -3.4% | -12.3% | -15.5% |
| 3M | -23.6% | +20.9% | -44.5% | -24.5% |
| 6M | -42.6% | +82.2% | -124.8% | -44.7% |
| YTD | -30.0% | +164.6% | -194.6% | -34.6% |
| 1Y | -6.6% | +177.0% | -183.6% | -13.0% |
| 3Y | +121.8% | +177.4% | -55.6% | +104.5% |
| 5Y | +92.7% | -72.3% | +165.0% | +92.7% |
| 10Y | +174.0% | +238.9% | -65.0% | +166.6% |
| All | +115.3% | +343.0% | -227.8% | +113.8% |
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 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