+89.9%
SLV vs SAP
+79.5%
+10.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -5.8% | +0.6% | -6.5% | -5.9% |
| 30D | -12.1% | +6.5% | -18.7% | -13.2% |
| 3M | -24.1% | +12.2% | -36.4% | -25.8% |
| 6M | -44.4% | +46.1% | -90.4% | -48.6% |
| YTD | -31.5% | -1.6% | -29.9% | -31.4% |
| 1Y | -6.9% | -5.1% | -1.8% | -5.9% |
| 3Y | +116.0% | +68.4% | +47.6% | +83.7% |
| All | +89.9% | +79.5% | +10.4% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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