+116.0%
SLV vs SBAC
-6.5%
+122.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | -5.8% | +0.6% | -6.5% | -5.9% |
| 30D | -12.1% | +5.5% | -17.6% | -12.7% |
| 3M | -24.1% | +3.1% | -27.2% | -24.5% |
| 6M | -44.4% | -7.0% | -37.4% | -44.1% |
| YTD | -31.5% | +0.5% | -32.0% | -31.8% |
| 1Y | -6.9% | +0.2% | -7.2% | -7.3% |
| 3Y | +116.0% | -7.4% | +123.4% | +115.7% |
| All | +116.0% | -6.5% | +122.5% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling