+339.6%
SLV vs SNY
+109.5%
+230.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.4% |
| 7D | +2.8% | -3.6% | +6.4% | +3.6% |
| 30D | +2.2% | -1.4% | +3.7% | +2.5% |
| 3M | +2.9% | -4.2% | +7.1% | +3.6% |
| 6M | -22.4% | +2.0% | -24.4% | -22.9% |
| YTD | -5.7% | -6.7% | +0.9% | -4.7% |
| 1Y | +63.3% | -4.7% | +68.0% | +64.2% |
| 3Y | +189.0% | -8.1% | +197.1% | +188.0% |
| 5Y | +172.7% | +8.2% | +164.4% | +159.4% |
| 10Y | +235.3% | +64.8% | +170.5% | +185.3% |
| All | +339.6% | +109.5% | +230.1% | +209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling