+165.7%
SLV vs SAN
+381.6%
-215.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -0.3% | +1.8% | -2.1% | -0.8% |
| 30D | +6.7% | +2.0% | +4.7% | +6.1% |
| 3M | -10.7% | +19.7% | -30.4% | -14.8% |
| 6M | -20.6% | +30.6% | -51.2% | -25.8% |
| YTD | -7.1% | +28.8% | -36.0% | -13.1% |
| 1Y | +62.0% | +57.8% | +4.2% | +45.8% |
| 3Y | +169.8% | +338.1% | -168.3% | +100.8% |
| All | +165.7% | +381.6% | -215.8% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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