+172.7%
SLV vs SPYG
+83.9%
+88.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.4% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | +2.2% | -1.7% | +3.9% | +3.0% |
| 3M | +2.9% | +3.6% | -0.7% | +1.4% |
| 6M | -22.4% | +16.6% | -39.0% | -26.7% |
| YTD | -5.7% | +13.4% | -19.1% | -9.9% |
| 1Y | +63.3% | +19.6% | +43.7% | +53.5% |
| 3Y | +189.0% | +99.8% | +89.2% | +132.2% |
| 5Y | +172.7% | +85.0% | +87.7% | +111.2% |
| All | +172.7% | +83.9% | +88.8% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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