+239.3%
SLV vs SMTC
+457.6%
-218.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.7% | -12.9% | -1.5% |
| 7D | +5.1% | -19.0% | +24.1% | +7.0% |
| 30D | -12.9% | -46.7% | +33.8% | -7.3% |
| 3M | -16.1% | -23.4% | +7.3% | -14.7% |
| 6M | -33.2% | -13.4% | -19.8% | -33.5% |
| YTD | -27.2% | +40.1% | -67.3% | -31.4% |
| 1Y | +7.6% | +47.7% | -40.1% | +0.9% |
| 3Y | +122.3% | +606.9% | -484.6% | +68.8% |
| 5Y | +109.7% | +14.4% | +95.3% | +87.4% |
| 10Y | +168.4% | +322.5% | -154.0% | +96.9% |
| All | +239.3% | +457.6% | -218.2% | +140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling