+167.8%
SLV vs SMTC
+110.0%
+57.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.0% | -10.7% | -1.8% |
| 7D | +2.5% | +22.9% | -20.4% | +0.1% |
| 30D | +3.3% | +16.6% | -13.4% | +1.1% |
| 3M | -3.6% | +2.4% | -6.0% | -4.9% |
| 6M | -21.8% | +98.3% | -120.1% | -28.0% |
| YTD | -7.8% | +120.7% | -128.5% | -16.0% |
| 1Y | +58.3% | +168.3% | -110.0% | +41.6% |
| 3Y | +182.6% | +571.7% | -389.1% | +125.5% |
| 5Y | +167.8% | +114.0% | +53.8% | +121.3% |
| All | +167.8% | +110.0% | +57.7% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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