+239.3%
SLV vs SAP
+491.5%
-252.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.9% |
| 7D | +5.1% | -0.7% | +5.8% | +5.3% |
| 30D | -12.9% | +11.1% | -24.0% | -15.2% |
| 3M | -16.1% | +17.0% | -33.1% | -19.4% |
| 6M | -33.2% | +34.8% | -68.0% | -38.6% |
| YTD | -27.2% | -2.2% | -25.0% | -28.0% |
| 1Y | +7.6% | -6.4% | +14.1% | +7.7% |
| 3Y | +122.3% | +75.1% | +47.2% | +85.5% |
| 5Y | +109.7% | +69.8% | +39.9% | +73.3% |
| 10Y | +168.4% | +219.8% | -51.4% | +79.5% |
| All | +239.3% | +491.5% | -252.2% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling