+163.6%
SLV vs SN
+490.7%
-327.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.3% | -9.3% | +9.0% | +1.0% |
| 30D | +6.7% | -4.8% | +11.5% | +7.4% |
| 3M | -10.7% | +40.4% | -51.1% | -14.8% |
| 6M | -20.6% | +50.9% | -71.5% | -25.3% |
| YTD | -7.1% | +54.9% | -62.1% | -13.1% |
| 1Y | +62.0% | +43.0% | +19.0% | +52.5% |
| 3Y | +169.8% | +391.8% | -222.0% | +127.9% |
| All | +163.6% | +490.7% | -327.0% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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