+333.1%
SLV vs SPY
+754.2%
-421.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +6.7% | +0.1% | +6.6% | +6.7% |
| 3M | -10.7% | +2.0% | -12.7% | -11.2% |
| 6M | -20.6% | +13.0% | -33.6% | -23.9% |
| YTD | -7.1% | +13.5% | -20.7% | -11.0% |
| 1Y | +62.0% | +20.0% | +42.0% | +52.3% |
| 3Y | +169.8% | +77.2% | +92.6% | +119.5% |
| 5Y | +161.5% | +81.9% | +79.6% | +108.7% |
| 10Y | +224.4% | +314.1% | -89.7% | +90.1% |
| All | +333.1% | +754.2% | -421.1% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling