+116.0%
SLV vs SPMO
+124.5%
-8.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.3% |
| 7D | -5.8% | +6.3% | -12.2% | -9.1% |
| 30D | -12.1% | -8.9% | -3.3% | -7.5% |
| 3M | -24.1% | -13.2% | -10.9% | -17.7% |
| 6M | -44.4% | -9.3% | -35.1% | -41.3% |
| YTD | -31.5% | +11.6% | -43.0% | -34.7% |
| 1Y | -6.9% | +13.4% | -20.3% | -11.7% |
| 3Y | +116.0% | +122.9% | -6.9% | +58.3% |
| All | +116.0% | +124.5% | -8.5% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling