+172.7%
SLV vs SONY
+9.8%
+162.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +2.8% | -4.9% | +7.7% | +3.9% |
| 30D | +2.2% | -1.6% | +3.8% | +2.5% |
| 3M | +2.9% | +10.0% | -7.1% | +0.3% |
| 6M | -22.4% | +8.4% | -30.8% | -24.1% |
| YTD | -5.7% | -8.4% | +2.7% | -4.9% |
| 1Y | +63.3% | -18.4% | +81.7% | +67.8% |
| 3Y | +189.0% | +41.0% | +148.0% | +167.0% |
| 5Y | +172.7% | +9.3% | +163.4% | +145.9% |
| All | +172.7% | +9.8% | +162.9% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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