+333.1%
SLV vs SO
+573.7%
-240.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.3% | -0.2% | -0.2% | -0.3% |
| 30D | +6.7% | -4.6% | +11.3% | +7.6% |
| 3M | -10.7% | -3.0% | -7.7% | -10.4% |
| 6M | -20.6% | -8.3% | -12.3% | -19.4% |
| YTD | -7.1% | +3.5% | -10.7% | -8.1% |
| 1Y | +62.0% | -0.9% | +62.9% | +61.7% |
| 3Y | +169.8% | +45.4% | +124.5% | +147.7% |
| 5Y | +161.5% | +59.6% | +101.8% | +135.4% |
| 10Y | +224.4% | +156.6% | +67.8% | +161.4% |
| All | +333.1% | +573.7% | -240.6% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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