+248.5%
SLV vs SHW
+2,648.4%
-2,399.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.3% | +2.2% |
| 7D | +5.6% | +1.6% | +4.1% | +5.4% |
| 30D | -12.1% | +12.1% | -24.2% | -13.3% |
| 3M | -16.3% | -3.0% | -13.3% | -16.1% |
| 6M | -34.1% | +13.5% | -47.6% | -35.2% |
| YTD | -25.3% | +11.2% | -36.5% | -26.3% |
| 1Y | +9.6% | +6.2% | +3.4% | +8.6% |
| 3Y | +132.7% | +45.6% | +87.0% | +122.0% |
| 5Y | +113.7% | +15.6% | +98.1% | +106.7% |
| 10Y | +175.9% | +356.5% | -180.6% | +137.8% |
| All | +248.5% | +2,648.4% | -2,399.9% | +149.6% |
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