+94.1%
SLV vs SONY
+10.4%
+83.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | -3.9% | -3.2% | -0.7% | -3.2% |
| 30D | -15.6% | +9.6% | -25.2% | -17.4% |
| 3M | -23.6% | +13.3% | -36.9% | -25.9% |
| 6M | -42.6% | +20.3% | -62.9% | -45.2% |
| YTD | -30.0% | +4.1% | -34.1% | -31.5% |
| 1Y | -6.6% | -11.9% | +5.3% | -5.9% |
| 3Y | +121.8% | +56.6% | +65.2% | +99.8% |
| All | +94.1% | +10.4% | +83.8% | +71.1% |
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