+53.7%
SLV vs SPYM
+17.3%
+36.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -4.2% |
| 7D | -5.0% | -2.0% | -3.1% | -1.5% |
| 30D | -1.8% | -1.6% | -0.2% | +1.2% |
| 3M | -0.3% | +4.7% | -5.0% | -8.2% |
| 6M | -28.2% | +12.6% | -40.8% | -40.2% |
| YTD | -10.7% | +11.8% | -22.5% | -24.1% |
| 1Y | +53.7% | +17.5% | +36.2% | +22.6% |
| All | +53.7% | +17.3% | +36.4% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling