+216.5%
SLV vs SPMO
+514.3%
-297.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.5% | -4.6% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -1.8% | -0.7% | -1.1% | -1.5% |
| 3M | -0.3% | +2.8% | -3.1% | -1.5% |
| 6M | -28.2% | +24.4% | -52.6% | -33.5% |
| YTD | -10.7% | +24.2% | -34.9% | -17.1% |
| 1Y | +53.7% | +24.5% | +29.2% | +42.6% |
| 3Y | +173.7% | +155.6% | +18.1% | +101.0% |
| 5Y | +161.5% | +148.2% | +13.3% | +92.0% |
| All | +216.5% | +514.3% | -297.9% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling