+333.1%
SLV vs SPYG
+1,109.3%
-776.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | +6.7% | -0.4% | +7.1% | +6.9% |
| 3M | -10.7% | +0.5% | -11.2% | -10.7% |
| 6M | -20.6% | +17.5% | -38.1% | -24.9% |
| YTD | -7.1% | +14.3% | -21.5% | -11.1% |
| 1Y | +62.0% | +21.7% | +40.3% | +51.6% |
| 3Y | +169.8% | +98.6% | +71.2% | +110.2% |
| 5Y | +161.5% | +85.1% | +76.3% | +105.4% |
| 10Y | +224.4% | +412.0% | -187.6% | +69.7% |
| All | +333.1% | +1,109.3% | -776.2% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling