+116.0%
SLV vs SPG
+135.6%
-19.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -5.8% | +2.0% | -7.8% | -6.2% |
| 30D | -12.1% | +17.2% | -29.4% | -14.7% |
| 3M | -24.1% | +6.3% | -30.4% | -25.0% |
| 6M | -44.4% | +18.7% | -63.1% | -46.5% |
| YTD | -31.5% | +30.1% | -61.6% | -35.5% |
| 1Y | -6.9% | +32.8% | -39.7% | -12.7% |
| 3Y | +116.0% | +133.6% | -17.6% | +72.4% |
| All | +116.0% | +135.6% | -19.6% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 3y: compounded portfolio wealth divided by compounded SPG 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…
3y analysis · Full analysis span regression · 6 months rolling