+106.9%
SLV vs ROL
+13.1%
+93.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | +5.1% | +9.5% | -4.4% | +3.8% |
| 30D | -12.9% | +22.9% | -35.8% | -15.6% |
| 3M | -16.1% | +3.5% | -19.6% | -16.5% |
| 6M | -33.2% | -29.4% | -3.8% | -28.9% |
| YTD | -27.2% | -36.1% | +8.8% | -21.0% |
| 1Y | +7.6% | -34.4% | +42.0% | +16.3% |
| 3Y | +122.3% | +4.0% | +118.3% | +117.5% |
| All | +106.9% | +13.1% | +93.8% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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