+167.8%
SLV vs SPY
+81.8%
+86.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.4% |
| 7D | +2.5% | +0.5% | +2.0% | +2.2% |
| 30D | +3.3% | -0.9% | +4.2% | +3.8% |
| 3M | -3.6% | +3.9% | -7.5% | -5.4% |
| 6M | -21.8% | +14.5% | -36.3% | -26.6% |
| YTD | -7.8% | +12.9% | -20.8% | -12.7% |
| 1Y | +58.3% | +19.4% | +38.9% | +46.5% |
| 3Y | +182.6% | +78.5% | +104.1% | +122.3% |
| 5Y | +167.8% | +81.8% | +86.0% | +99.9% |
| All | +167.8% | +81.8% | +86.0% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling