+128.5%
SLV vs SPY
+78.4%
+50.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.1% |
| 7D | +3.7% | -0.6% | +4.2% | +4.1% |
| 30D | -15.2% | -3.7% | -11.5% | -12.4% |
| 3M | -21.8% | -2.7% | -19.0% | -19.7% |
| 6M | -36.3% | +2.2% | -38.5% | -36.9% |
| YTD | -27.8% | +10.8% | -38.7% | -32.0% |
| 1Y | +1.5% | +11.2% | -9.7% | -4.4% |
| 3Y | +128.5% | +76.5% | +52.0% | +51.3% |
| All | +128.5% | +78.4% | +50.2% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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