+236.5%
SLV vs ROST
+3,780.2%
-3,543.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.3% | -3.5% |
| 7D | +3.7% | +3.2% | +0.5% | +3.4% |
| 30D | -15.2% | +7.4% | -22.6% | -15.7% |
| 3M | -21.8% | -6.1% | -15.7% | -21.4% |
| 6M | -36.3% | +6.2% | -42.6% | -36.9% |
| YTD | -27.8% | +33.4% | -61.3% | -30.0% |
| 1Y | +1.5% | +48.8% | -47.3% | -2.5% |
| 3Y | +128.5% | +99.5% | +29.0% | +112.8% |
| 5Y | +103.2% | +112.7% | -9.4% | +86.2% |
| 10Y | +164.7% | +316.4% | -151.8% | +127.9% |
| All | +236.5% | +3,780.2% | -3,543.7% | +138.1% |
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