+219.5%
SLV vs SPYM
+753.0%
-533.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -5.8% | +2.6% | -8.4% | -6.8% |
| 30D | -12.1% | -2.0% | -10.1% | -11.4% |
| 3M | -24.1% | -2.8% | -21.3% | -23.1% |
| 6M | -44.4% | +2.2% | -46.5% | -44.6% |
| YTD | -31.5% | +11.5% | -43.0% | -33.7% |
| 1Y | -6.9% | +13.5% | -20.4% | -10.5% |
| 3Y | +116.0% | +78.0% | +38.0% | +76.7% |
| 5Y | +88.4% | +73.1% | +15.3% | +54.1% |
| 10Y | +167.9% | +310.9% | -142.9% | +59.9% |
| All | +219.5% | +753.0% | -533.5% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling