+177.1%
SLV vs SM
-7.7%
+184.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +6.7% | +26.3% | -19.6% | +5.1% |
| 3M | -10.7% | +8.7% | -19.4% | -11.3% |
| 6M | -20.6% | +51.7% | -72.3% | -24.8% |
| YTD | -7.1% | +99.0% | -106.2% | -15.6% |
| 1Y | +62.0% | +34.6% | +27.4% | +54.4% |
| All | +177.1% | -7.7% | +184.8% | +163.8% |
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