+239.3%
SLV vs SGI
+1,694.0%
-1,454.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.3% | +0.3% |
| 7D | +5.1% | +1.0% | +4.1% | +5.0% |
| 30D | -12.9% | +3.9% | -16.8% | -13.2% |
| 3M | -16.1% | -0.8% | -15.3% | -16.1% |
| 6M | -33.2% | -18.0% | -15.2% | -32.3% |
| YTD | -27.2% | -27.6% | +0.4% | -25.6% |
| 1Y | +7.6% | -27.2% | +34.9% | +10.0% |
| 3Y | +122.3% | +76.0% | +46.4% | +112.4% |
| 5Y | +109.7% | +50.0% | +59.7% | +99.7% |
| 10Y | +168.4% | +399.1% | -230.6% | +129.6% |
| All | +239.3% | +1,694.0% | -1,454.7% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling