+333.1%
SLV vs SPGI
+1,121.5%
-788.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -0.3% | +0.1% | -0.5% | -0.4% |
| 30D | +6.7% | +8.4% | -1.7% | +5.5% |
| 3M | -10.7% | +11.8% | -22.5% | -12.2% |
| 6M | -20.6% | +5.7% | -26.3% | -21.4% |
| YTD | -7.1% | -9.7% | +2.5% | -6.4% |
| 1Y | +62.0% | -12.5% | +74.4% | +63.7% |
| 3Y | +169.8% | +21.8% | +148.0% | +159.6% |
| 5Y | +161.5% | +8.2% | +153.3% | +153.4% |
| 10Y | +224.4% | +309.5% | -85.1% | +165.4% |
| All | +333.1% | +1,121.5% | -788.4% | +134.3% |
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