+226.7%
SLV vs SPGI
+1,190.4%
-963.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | -3.9% | -0.8% | -3.0% | -3.7% |
| 30D | -15.6% | +14.3% | -29.9% | -17.1% |
| 3M | -23.6% | +14.5% | -38.1% | -25.0% |
| 6M | -42.6% | +17.3% | -59.8% | -43.9% |
| YTD | -30.0% | -4.6% | -25.4% | -30.0% |
| 1Y | -6.6% | +0.8% | -7.4% | -7.3% |
| 3Y | +121.8% | +28.8% | +93.1% | +111.9% |
| 5Y | +92.7% | +14.0% | +78.7% | +85.5% |
| 10Y | +174.0% | +332.5% | -158.5% | +122.4% |
| All | +226.7% | +1,190.4% | -963.7% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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