+5.1%
SLV vs SBAC
-0.1%
+5.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | +5.6% | +3.0% | +2.7% | +5.3% |
| 30D | -12.1% | +4.3% | -16.4% | -12.5% |
| 3M | -16.3% | +4.1% | -20.4% | -16.8% |
| 6M | -34.1% | -11.6% | -22.4% | -33.5% |
| YTD | -25.3% | +0.4% | -25.6% | -25.3% |
| All | +5.1% | -0.1% | +5.3% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling