+333.1%
SLV vs ROST
+3,638.9%
-3,305.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.3% | +0.9% | -1.3% | -0.4% |
| 30D | +6.7% | -8.9% | +15.6% | +7.6% |
| 3M | -10.7% | -0.8% | -9.9% | -10.7% |
| 6M | -20.6% | +8.5% | -29.1% | -21.4% |
| YTD | -7.1% | +28.6% | -35.7% | -9.5% |
| 1Y | +62.0% | +52.3% | +9.6% | +55.3% |
| 3Y | +169.8% | +94.8% | +75.0% | +151.8% |
| 5Y | +161.5% | +110.8% | +50.7% | +139.8% |
| 10Y | +224.4% | +304.5% | -80.1% | +180.4% |
| All | +333.1% | +3,638.9% | -3,305.8% | +207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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