+116.0%
SLV vs SM
-3.9%
+119.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -5.8% | +9.4% | -15.2% | -6.2% |
| 30D | -12.1% | -14.4% | +2.2% | -11.7% |
| 3M | -24.1% | +1.6% | -25.7% | -24.6% |
| 6M | -44.4% | +6.3% | -50.7% | -45.1% |
| YTD | -31.5% | +78.8% | -110.3% | -37.5% |
| 1Y | -6.9% | +83.1% | -90.1% | -15.4% |
| 3Y | +116.0% | -5.9% | +121.9% | +102.6% |
| All | +116.0% | -3.9% | +119.9% | +102.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling