+333.1%
SLV vs ROP
+844.6%
-511.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.6% |
| 7D | -0.3% | -4.4% | +4.1% | +0.5% |
| 30D | +6.7% | +3.2% | +3.5% | +6.1% |
| 3M | -10.7% | +23.1% | -33.7% | -14.2% |
| 6M | -20.6% | +13.3% | -33.9% | -22.8% |
| YTD | -7.1% | -7.9% | +0.7% | -6.5% |
| 1Y | +62.0% | -22.1% | +84.0% | +68.2% |
| 3Y | +169.8% | -16.8% | +186.6% | +175.3% |
| 5Y | +161.5% | -13.5% | +175.0% | +162.7% |
| 10Y | +224.4% | +137.7% | +86.7% | +157.5% |
| All | +333.1% | +844.6% | -511.5% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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