+239.3%
SLV vs SPG
+608.9%
-369.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.2% |
| 7D | +5.1% | +4.9% | +0.2% | +4.7% |
| 30D | -12.9% | +15.6% | -28.5% | -14.0% |
| 3M | -16.1% | +4.1% | -20.2% | -16.4% |
| 6M | -33.2% | +13.6% | -46.7% | -34.0% |
| YTD | -27.2% | +27.5% | -54.8% | -28.9% |
| 1Y | +7.6% | +32.2% | -24.6% | +4.8% |
| 3Y | +122.3% | +126.0% | -3.7% | +106.3% |
| 5Y | +109.7% | +74.7% | +35.0% | +97.2% |
| 10Y | +168.4% | +112.8% | +55.6% | +139.3% |
| All | +239.3% | +608.9% | -369.6% | +163.7% |
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