+329.8%
SLV vs SCHW
+691.5%
-361.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.7% |
| 7D | +2.5% | -1.3% | +3.8% | +2.6% |
| 30D | +3.3% | -0.4% | +3.6% | +3.3% |
| 3M | -3.6% | +21.7% | -25.3% | -4.4% |
| 6M | -21.8% | +13.0% | -34.8% | -22.3% |
| YTD | -7.8% | +8.0% | -15.9% | -8.2% |
| 1Y | +58.3% | +15.8% | +42.5% | +57.2% |
| 3Y | +182.6% | +87.7% | +94.9% | +175.4% |
| 5Y | +167.8% | +59.7% | +108.1% | +161.2% |
| 10Y | +218.9% | +292.9% | -74.0% | +197.2% |
| All | +329.8% | +691.5% | -361.7% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling