+89.9%
SLV vs S
-71.1%
+161.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -5.8% | +2.0% | -7.8% | -5.9% |
| 30D | -12.1% | -2.7% | -9.4% | -12.1% |
| 3M | -24.1% | -6.9% | -17.2% | -24.0% |
| 6M | -44.4% | +38.1% | -82.4% | -45.6% |
| YTD | -31.5% | +48.0% | -79.5% | -33.4% |
| 1Y | -6.9% | +34.5% | -41.4% | -9.1% |
| 3Y | +116.0% | +38.3% | +77.7% | +108.0% |
| All | +89.9% | -71.1% | +161.0% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling