+239.3%
SLV vs SM
-15.8%
+255.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +5.1% | -25.9% | +31.0% | +7.5% |
| 30D | -12.9% | -15.1% | +2.2% | -12.0% |
| 3M | -16.1% | +4.9% | -20.9% | -16.8% |
| 6M | -33.2% | +6.1% | -39.3% | -34.1% |
| YTD | -27.2% | +63.4% | -90.7% | -31.5% |
| 1Y | +7.6% | +72.5% | -64.8% | +0.8% |
| 3Y | +122.3% | -16.9% | +139.2% | +118.4% |
| 5Y | +109.7% | -10.6% | +120.4% | +99.9% |
| 10Y | +168.4% | +11.3% | +157.2% | +110.6% |
| All | +239.3% | -15.8% | +255.1% | +98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling