+184.2%
SLV vs SNAP
-42.1%
+226.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.7% |
| 7D | -0.3% | +0.7% | -1.1% | -0.4% |
| 30D | +6.7% | +2.6% | +4.1% | +6.2% |
| 3M | -10.7% | -9.9% | -0.8% | -10.1% |
| 6M | -20.6% | +1.9% | -22.5% | -21.7% |
| YTD | -7.1% | -32.2% | +25.1% | -5.5% |
| 1Y | +62.0% | -22.8% | +84.8% | +63.6% |
| All | +184.2% | -42.1% | +226.3% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 3y: compounded portfolio wealth divided by compounded SNAP 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…
3y analysis · Full analysis span regression · 6 months rolling