+333.1%
SLV vs SHW
+2,462.5%
-2,129.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.3% | -3.2% | +2.9% | 0.0% |
| 30D | +6.7% | -9.5% | +16.2% | +7.9% |
| 3M | -10.7% | +11.5% | -22.2% | -11.9% |
| 6M | -20.6% | -3.5% | -17.1% | -20.4% |
| YTD | -7.1% | +3.7% | -10.9% | -7.6% |
| 1Y | +62.0% | -7.9% | +69.9% | +63.0% |
| 3Y | +169.8% | +24.7% | +145.1% | +161.8% |
| 5Y | +161.5% | +13.6% | +147.9% | +153.8% |
| 10Y | +224.4% | +283.0% | -58.5% | +183.8% |
| All | +333.1% | +2,462.5% | -2,129.4% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling