+226.7%
SLV vs SAP
+493.0%
-266.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -3.9% | -3.9% | 0.0% | -2.9% |
| 30D | -15.6% | +6.5% | -22.2% | -17.0% |
| 3M | -23.6% | +14.7% | -38.3% | -26.2% |
| 6M | -42.6% | +39.9% | -82.5% | -47.6% |
| YTD | -30.0% | -2.0% | -28.0% | -30.8% |
| 1Y | -6.6% | -6.0% | -0.6% | -6.6% |
| 3Y | +121.8% | +67.7% | +54.2% | +87.3% |
| 5Y | +92.7% | +78.8% | +13.9% | +57.1% |
| 10Y | +174.0% | +229.3% | -55.3% | +81.7% |
| All | +226.7% | +493.0% | -266.4% | +57.5% |
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