+92.7%
SLV vs SNAP
-90.3%
+183.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.0% | -3.1% |
| 7D | -3.9% | +2.6% | -6.4% | -4.0% |
| 30D | -15.6% | -19.6% | +3.9% | -14.5% |
| 3M | -23.6% | +0.4% | -24.0% | -23.7% |
| 6M | -42.6% | -5.9% | -36.6% | -42.5% |
| YTD | -30.0% | -35.3% | +5.4% | -29.1% |
| 1Y | -6.6% | -42.6% | +36.0% | -5.1% |
| 3Y | +121.8% | -53.9% | +175.7% | +124.4% |
| 5Y | +92.7% | -90.3% | +182.9% | +96.1% |
| All | +92.7% | -90.3% | +183.0% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling