+103.2%
SLV vs SLB
+64.2%
+39.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.5% | -3.3% |
| 7D | +3.7% | -4.3% | +7.9% | +4.6% |
| 30D | -15.2% | +1.9% | -17.1% | -15.6% |
| 3M | -21.8% | -5.7% | -16.0% | -21.0% |
| 6M | -36.3% | -5.3% | -31.0% | -35.8% |
| YTD | -27.8% | +32.2% | -60.0% | -31.1% |
| 1Y | +1.5% | +38.5% | -37.0% | -3.9% |
| 3Y | +128.5% | +1.1% | +127.4% | +124.5% |
| 5Y | +103.2% | +70.3% | +33.0% | +83.5% |
| All | +103.2% | +64.2% | +39.0% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling