+333.1%
SLV vs SAP
+445.0%
-111.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -0.3% | -2.9% | +2.6% | +0.4% |
| 30D | +6.7% | +9.0% | -2.3% | +4.4% |
| 3M | -10.7% | +14.9% | -25.6% | -14.1% |
| 6M | -20.6% | +11.9% | -32.5% | -23.5% |
| YTD | -7.1% | -9.9% | +2.8% | -6.2% |
| 1Y | +62.0% | -19.5% | +81.5% | +68.1% |
| 3Y | +169.8% | +61.8% | +108.0% | +129.5% |
| 5Y | +161.5% | +56.2% | +105.3% | +120.6% |
| 10Y | +224.4% | +180.6% | +43.8% | +124.5% |
| All | +333.1% | +445.0% | -111.9% | +113.5% |
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