+122.3%
SLV vs SHW
+41.1%
+81.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | +5.1% | +3.5% | +1.6% | +4.3% |
| 30D | -12.9% | +9.2% | -22.2% | -14.7% |
| 3M | -16.1% | -5.1% | -11.0% | -15.3% |
| 6M | -33.2% | +6.8% | -40.0% | -34.4% |
| YTD | -27.2% | +7.0% | -34.2% | -28.3% |
| 1Y | +7.6% | +4.1% | +3.5% | +6.4% |
| 3Y | +122.3% | +41.1% | +81.3% | +86.8% |
| All | +122.3% | +41.1% | +81.2% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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