+239.3%
SLV vs SLB
+13.1%
+226.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +5.1% | -7.1% | +12.2% | +6.7% |
| 30D | -12.9% | +4.1% | -17.0% | -13.8% |
| 3M | -16.1% | -2.6% | -13.4% | -15.8% |
| 6M | -33.2% | -8.6% | -24.6% | -32.2% |
| YTD | -27.2% | +32.2% | -59.4% | -31.6% |
| 1Y | +7.6% | +40.7% | -33.0% | -0.2% |
| 3Y | +122.3% | -4.5% | +126.9% | +119.6% |
| 5Y | +109.7% | +66.4% | +43.3% | +77.5% |
| 10Y | +168.4% | -15.1% | +183.5% | +149.3% |
| All | +239.3% | +13.1% | +226.2% | +132.7% |
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