+174.7%
SLV vs SCHW
+86.6%
+88.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -2.8% | -1.9% | -1.0% | -2.6% |
| 30D | -1.6% | -1.6% | 0.0% | -1.4% |
| 3M | -4.4% | +21.3% | -25.7% | -7.1% |
| 6M | -25.4% | +16.5% | -41.9% | -27.2% |
| YTD | -9.8% | +8.4% | -18.2% | -10.9% |
| 1Y | +53.8% | +15.6% | +38.2% | +50.6% |
| 3Y | +174.7% | +86.8% | +87.8% | +156.5% |
| All | +174.7% | +86.6% | +88.0% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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