+93.5%
SLV vs S
-52.7%
+146.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.2% |
| 7D | +5.1% | -13.4% | +18.5% | +5.9% |
| 30D | -12.9% | -14.0% | +1.1% | -12.3% |
| 3M | -16.1% | +4.9% | -20.9% | -16.5% |
| 6M | -33.2% | +42.0% | -75.2% | -34.7% |
| YTD | -27.2% | +45.1% | -72.4% | -29.2% |
| 1Y | +7.6% | +33.1% | -25.4% | +5.2% |
| 3Y | +122.3% | +40.6% | +81.7% | +114.2% |
| 5Y | +109.7% | -67.5% | +177.2% | +110.9% |
| All | +93.5% | -52.7% | +146.2% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling