+116.0%
SLV vs SPOT
+260.4%
-144.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.4% |
| 7D | -5.8% | +1.6% | -7.4% | -6.0% |
| 30D | -12.1% | +16.9% | -29.0% | -13.6% |
| 3M | -24.1% | +23.0% | -47.1% | -26.1% |
| 6M | -44.4% | +42.2% | -86.6% | -47.0% |
| YTD | -31.5% | +5.5% | -37.0% | -32.6% |
| 1Y | -6.9% | -5.1% | -1.9% | -7.3% |
| 3Y | +116.0% | +257.9% | -141.9% | +94.7% |
| All | +116.0% | +260.4% | -144.4% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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