+99.8%
SLV vs RY
+126.4%
-26.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -1.1% | -3.0% | +1.9% | +0.4% |
| 30D | -14.2% | +6.3% | -20.4% | -16.6% |
| 3M | -20.3% | -2.6% | -17.7% | -19.4% |
| 6M | -40.2% | +13.9% | -54.1% | -43.9% |
| YTD | -27.6% | +21.7% | -49.3% | -33.9% |
| 1Y | +0.4% | +40.4% | -40.0% | -13.1% |
| 3Y | +129.4% | +161.3% | -32.0% | +53.0% |
| 5Y | +99.8% | +126.5% | -26.7% | +34.3% |
| All | +99.8% | +126.4% | -26.7% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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