+333.1%
SLV vs SPG
+543.1%
-210.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.3% | -2.4% | +2.1% | -0.1% |
| 30D | +6.7% | -6.8% | +13.5% | +7.3% |
| 3M | -10.7% | +2.7% | -13.4% | -11.0% |
| 6M | -20.6% | +5.5% | -26.1% | -21.1% |
| YTD | -7.1% | +15.7% | -22.8% | -8.5% |
| 1Y | +62.0% | +20.9% | +41.1% | +59.0% |
| 3Y | +169.8% | +112.4% | +57.4% | +151.7% |
| 5Y | +161.5% | +101.4% | +60.1% | +143.3% |
| 10Y | +224.4% | +60.6% | +163.8% | +195.7% |
| All | +333.1% | +543.1% | -210.0% | +239.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling