+333.1%
SLV vs SBAC
+725.1%
-392.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +6.7% | +6.9% | -0.2% | +5.5% |
| 3M | -10.7% | -8.2% | -2.5% | -9.7% |
| 6M | -20.6% | -1.6% | -19.0% | -21.0% |
| YTD | -7.1% | -0.1% | -7.0% | -7.8% |
| 1Y | +62.0% | -0.5% | +62.4% | +60.7% |
| 3Y | +169.8% | -9.1% | +178.9% | +168.7% |
| 5Y | +161.5% | -43.8% | +205.2% | +178.9% |
| 10Y | +224.4% | +80.5% | +143.9% | +181.0% |
| All | +333.1% | +725.1% | -392.0% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling