+62.0%
SLV vs SM
+36.8%
+25.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.4% |
| 7D | -0.3% | -0.5% | +0.2% | -0.4% |
| 30D | +6.7% | +25.6% | -18.9% | +8.5% |
| 3M | -10.7% | +8.0% | -18.7% | -10.0% |
| 6M | -20.6% | +50.8% | -71.4% | -21.4% |
| YTD | -7.1% | +97.9% | -105.0% | -11.6% |
| 1Y | +62.0% | +33.8% | +28.2% | +52.5% |
| All | +62.0% | +36.8% | +25.2% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling