+295.4%
SLV vs SPMO
+572.4%
-277.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.8% |
| 7D | -0.3% | +2.0% | -2.3% | -1.1% |
| 30D | +6.7% | -0.4% | +7.1% | +6.8% |
| 3M | -10.7% | -1.9% | -8.8% | -10.2% |
| 6M | -20.6% | +25.0% | -45.6% | -26.5% |
| YTD | -7.1% | +26.0% | -33.2% | -14.1% |
| 1Y | +62.0% | +28.7% | +33.3% | +48.9% |
| 3Y | +169.8% | +160.9% | +8.9% | +98.6% |
| 5Y | +161.5% | +147.9% | +13.5% | +93.6% |
| 10Y | +224.4% | +518.9% | -294.5% | +108.0% |
| All | +295.4% | +572.4% | -277.1% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling