+177.1%
SLV vs S
+16.9%
+160.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -0.3% | -7.7% | +7.4% | +0.1% |
| 30D | +6.7% | -5.3% | +12.0% | +6.9% |
| 3M | -10.7% | +20.3% | -31.0% | -11.7% |
| 6M | -20.6% | +47.4% | -68.0% | -22.4% |
| YTD | -7.1% | +32.5% | -39.7% | -8.7% |
| 1Y | +62.0% | +9.5% | +52.5% | +60.9% |
| All | +177.1% | +16.9% | +160.1% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling