+244.6%
SLV vs SCHG
+1,135.4%
-890.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +3.3% | -1.5% | +4.7% | +3.8% |
| 3M | -3.6% | +4.4% | -8.0% | -5.0% |
| 6M | -21.8% | +15.7% | -37.5% | -25.4% |
| YTD | -7.8% | +8.3% | -16.1% | -9.9% |
| 1Y | +58.3% | +14.2% | +44.1% | +52.0% |
| 3Y | +182.6% | +88.3% | +94.3% | +128.9% |
| 5Y | +167.8% | +83.5% | +84.3% | +114.8% |
| 10Y | +218.9% | +444.2% | -225.3% | +71.3% |
| All | +244.6% | +1,135.4% | -890.8% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling