+89.9%
SLV vs SPYG
+67.3%
+22.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | -5.8% | +2.3% | -8.2% | -6.8% |
| 30D | -12.1% | -6.5% | -5.7% | -9.3% |
| 3M | -24.1% | -6.8% | -17.3% | -21.4% |
| 6M | -44.4% | -3.1% | -41.2% | -43.3% |
| YTD | -31.5% | +8.0% | -39.5% | -32.9% |
| 1Y | -6.9% | +10.2% | -17.2% | -9.4% |
| 3Y | +116.0% | +91.0% | +25.0% | +77.3% |
| All | +89.9% | +67.3% | +22.6% | +52.1% |
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