+103.2%
SLV vs SPY
+72.2%
+31.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.2% |
| 7D | +3.7% | -0.6% | +4.2% | +4.0% |
| 30D | -15.2% | -3.7% | -11.5% | -13.2% |
| 3M | -21.8% | -2.7% | -19.0% | -20.3% |
| 6M | -36.3% | +2.2% | -38.5% | -36.7% |
| YTD | -27.8% | +10.8% | -38.7% | -30.8% |
| 1Y | +1.5% | +11.2% | -9.7% | -2.8% |
| 3Y | +128.5% | +76.5% | +52.0% | +81.3% |
| 5Y | +103.2% | +72.9% | +30.3% | +54.8% |
| All | +103.2% | +72.2% | +31.0% | +54.8% |
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