+132.7%
SLV vs SLB
+2.4%
+130.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.5% |
| 7D | +5.6% | -3.7% | +9.3% | +6.7% |
| 30D | -12.1% | +2.9% | -15.0% | -12.9% |
| 3M | -16.3% | +0.2% | -16.5% | -16.6% |
| 6M | -34.1% | -4.4% | -29.6% | -33.5% |
| YTD | -25.3% | +33.4% | -58.7% | -29.3% |
| 1Y | +9.6% | +40.8% | -31.2% | +2.7% |
| 3Y | +132.7% | +3.2% | +129.5% | +128.5% |
| All | +132.7% | +2.4% | +130.2% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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