+239.3%
SLV vs SBAC
+725.1%
-485.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | +5.1% | +1.2% | +3.9% | +4.9% |
| 30D | -12.9% | +11.2% | -24.1% | -14.5% |
| 3M | -16.1% | +4.5% | -20.5% | -16.8% |
| 6M | -33.2% | -12.2% | -21.0% | -32.1% |
| YTD | -27.2% | -0.1% | -27.1% | -27.9% |
| 1Y | +7.6% | -0.3% | +7.9% | +6.7% |
| 3Y | +122.3% | -8.7% | +131.1% | +121.4% |
| 5Y | +109.7% | -40.2% | +149.9% | +121.5% |
| 10Y | +168.4% | +97.3% | +71.1% | +129.0% |
| All | +239.3% | +725.1% | -485.7% | +94.4% |
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