+235.3%
SLV vs SPYM
+316.7%
-81.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.7% | +2.5% |
| 7D | +2.8% | -0.4% | +3.1% | +3.0% |
| 30D | +2.2% | -1.4% | +3.6% | +2.8% |
| 3M | +2.9% | +3.7% | -0.8% | +1.5% |
| 6M | -22.4% | +13.0% | -35.5% | -25.8% |
| YTD | -5.7% | +12.5% | -18.2% | -9.5% |
| 1Y | +63.3% | +18.6% | +44.7% | +53.8% |
| 3Y | +189.0% | +78.0% | +111.0% | +135.6% |
| 5Y | +172.7% | +82.3% | +90.3% | +117.9% |
| 10Y | +235.3% | +322.9% | -87.6% | +108.5% |
| All | +235.3% | +316.7% | -81.4% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling