+167.8%
SLV vs SGI
+61.8%
+106.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +2.5% | +9.3% | -6.8% | +1.1% |
| 30D | +3.3% | +6.9% | -3.6% | +2.2% |
| 3M | -3.6% | +2.8% | -6.4% | -4.2% |
| 6M | -21.8% | -12.6% | -9.2% | -20.7% |
| YTD | -7.8% | -21.5% | +13.7% | -5.2% |
| 1Y | +58.3% | -18.8% | +77.0% | +62.1% |
| 3Y | +182.6% | +60.8% | +121.7% | +166.7% |
| 5Y | +167.8% | +60.0% | +107.8% | +136.0% |
| All | +167.8% | +61.8% | +106.0% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 5y: compounded portfolio wealth divided by compounded SGI 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…
5y analysis · Full analysis span regression · 6 months rolling