+239.8%
SLV vs RY
+910.5%
-670.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.3% |
| 7D | -0.7% | -1.1% | +0.4% | -0.4% |
| 30D | -15.4% | +4.4% | -19.8% | -16.3% |
| 3M | -16.3% | -2.9% | -13.4% | -15.6% |
| 6M | -28.8% | +15.6% | -44.4% | -31.5% |
| YTD | -27.1% | +21.8% | -49.0% | -30.7% |
| 1Y | +7.5% | +42.6% | -35.1% | -1.6% |
| 3Y | +121.2% | +160.9% | -39.7% | +73.2% |
| 5Y | +110.0% | +126.1% | -16.1% | +69.5% |
| 10Y | +168.8% | +371.7% | -202.9% | +79.6% |
| All | +239.8% | +910.5% | -670.7% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling