+333.1%
SLV vs SLB
+30.3%
+302.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.3% | +0.8% | -1.2% | -0.5% |
| 30D | +6.7% | +15.8% | -9.1% | +3.2% |
| 3M | -10.7% | -0.3% | -10.3% | -10.9% |
| 6M | -20.6% | +21.3% | -41.9% | -24.2% |
| YTD | -7.1% | +52.3% | -59.4% | -15.2% |
| 1Y | +62.0% | +63.6% | -1.6% | +45.5% |
| 3Y | +169.8% | +3.8% | +166.1% | +161.7% |
| 5Y | +161.5% | +128.6% | +32.8% | +106.3% |
| 10Y | +224.4% | -3.1% | +227.5% | +193.3% |
| All | +333.1% | +30.3% | +302.8% | +188.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling