+165.7%
SLV vs SM
+107.8%
+57.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 3M | -10.7% | +8.7% | -19.4% | -11.5% |
| 6M | -20.6% | +51.7% | -72.3% | -24.7% |
| YTD | -7.1% | +99.0% | -106.2% | -14.7% |
| 1Y | +62.0% | +34.6% | +27.4% | +54.7% |
| 3Y | +169.8% | -7.8% | +177.6% | +163.2% |
| All | +165.7% | +107.8% | +57.9% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling