+239.3%
SLV vs ROP
+1,005.4%
-766.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.4% |
| 7D | +5.1% | +2.1% | +2.9% | +4.7% |
| 30D | -12.9% | +32.9% | -45.8% | -17.3% |
| 3M | -16.1% | +20.0% | -36.1% | -18.9% |
| 6M | -33.2% | +36.4% | -69.6% | -37.2% |
| YTD | -27.2% | +7.8% | -35.1% | -28.9% |
| 1Y | +7.6% | +8.0% | -0.4% | +5.2% |
| 3Y | +122.3% | -3.5% | +125.8% | +120.7% |
| 5Y | +109.7% | +1.5% | +108.2% | +104.6% |
| 10Y | +168.4% | +198.5% | -30.0% | +103.8% |
| All | +239.3% | +1,005.4% | -766.1% | +61.3% |
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