-33.2%
SLV vs SM
+2.7%
-35.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | 0.0% |
| 7D | +5.1% | -25.9% | +31.0% | +2.5% |
| 30D | -12.9% | -15.1% | +2.2% | -14.6% |
| 3M | -16.1% | +4.9% | -20.9% | -16.4% |
| 6M | -33.2% | +6.1% | -39.3% | -32.0% |
| All | -33.2% | +2.7% | -35.8% | -32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling