+167.8%
SLV vs SHW
+14.2%
+153.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | +2.5% | -1.2% | +3.7% | +2.7% |
| 30D | +3.3% | -11.6% | +14.9% | +5.3% |
| 3M | -3.6% | +9.1% | -12.7% | -5.2% |
| 6M | -21.8% | -0.7% | -21.2% | -21.9% |
| YTD | -7.8% | +1.4% | -9.2% | -8.1% |
| 1Y | +58.3% | -12.3% | +70.5% | +60.5% |
| 3Y | +182.6% | +23.4% | +159.2% | +171.8% |
| 5Y | +167.8% | +15.0% | +152.8% | +158.5% |
| All | +167.8% | +14.2% | +153.5% | +158.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling