+248.5%
SLV vs SBAC
+729.1%
-480.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | +5.6% | +3.0% | +2.7% | +5.2% |
| 30D | -12.1% | +4.3% | -16.4% | -12.8% |
| 3M | -16.3% | +4.1% | -20.4% | -16.9% |
| 6M | -34.1% | -11.6% | -22.4% | -33.0% |
| YTD | -25.3% | +0.4% | -25.6% | -26.0% |
| 1Y | +9.6% | -1.1% | +10.7% | +8.8% |
| 3Y | +132.7% | -7.3% | +139.9% | +131.1% |
| 5Y | +113.7% | -40.8% | +154.4% | +126.0% |
| 10Y | +175.9% | +103.0% | +72.9% | +134.4% |
| All | +248.5% | +729.1% | -480.6% | +99.5% |
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