+174.7%
SLV vs SNY
-9.6%
+184.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -2.8% | -3.3% | +0.5% | -2.5% |
| 30D | -1.6% | -2.2% | +0.6% | -1.4% |
| 3M | -4.4% | -3.0% | -1.4% | -4.2% |
| 6M | -25.4% | +2.7% | -28.1% | -25.7% |
| YTD | -9.8% | -6.8% | -2.9% | -9.1% |
| 1Y | +53.8% | -5.3% | +59.1% | +54.8% |
| 3Y | +174.7% | -9.8% | +184.5% | +173.9% |
| All | +174.7% | -9.6% | +184.3% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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