+219.5%
SLV vs SONY
+224.0%
-4.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.5% |
| 7D | -5.8% | +0.3% | -6.1% | -5.9% |
| 30D | -12.1% | +11.1% | -23.3% | -13.8% |
| 3M | -24.1% | +14.7% | -38.8% | -26.1% |
| 6M | -44.4% | +18.8% | -63.2% | -46.3% |
| YTD | -31.5% | +5.7% | -37.2% | -32.5% |
| 1Y | -6.9% | -8.1% | +1.1% | -6.1% |
| 3Y | +116.0% | +64.0% | +52.0% | +95.5% |
| 5Y | +88.4% | +12.6% | +75.8% | +79.1% |
| 10Y | +167.9% | +373.8% | -205.9% | +95.9% |
| All | +219.5% | +224.0% | -4.5% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling