+272.9%
SLV vs SITM
+4,608.4%
-4,335.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.5% | -7.8% | -1.7% |
| 7D | -0.3% | +9.7% | -10.1% | -1.0% |
| 30D | +6.7% | +12.7% | -6.0% | +5.3% |
| 3M | -10.7% | -13.4% | +2.7% | -10.4% |
| 6M | -20.6% | +59.6% | -80.2% | -23.9% |
| YTD | -7.1% | +73.3% | -80.4% | -11.9% |
| 1Y | +62.0% | +165.5% | -103.6% | +48.3% |
| 3Y | +169.8% | +368.7% | -198.9% | +130.3% |
| 5Y | +161.5% | +172.5% | -11.0% | +120.3% |
| All | +272.9% | +4,608.4% | -4,335.4% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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