+171.7%
SLV vs SCHG
+84.7%
+87.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.1% |
| 7D | -5.0% | -2.7% | -2.3% | -3.6% |
| 30D | -1.8% | -2.2% | +0.4% | -0.5% |
| 3M | -0.3% | +6.2% | -6.4% | -3.3% |
| 6M | -28.2% | +13.4% | -41.6% | -32.1% |
| YTD | -10.7% | +7.1% | -17.9% | -13.7% |
| 1Y | +53.7% | +12.5% | +41.2% | +46.1% |
| All | +171.7% | +84.7% | +87.1% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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