+237.7%
SLV vs SPYM
+759.3%
-521.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.2% |
| 7D | -1.1% | -0.9% | -0.2% | -0.8% |
| 30D | -14.2% | -2.4% | -11.8% | -13.3% |
| 3M | -20.3% | -1.1% | -19.2% | -19.8% |
| 6M | -40.2% | +3.3% | -43.5% | -40.7% |
| YTD | -27.6% | +12.4% | -39.9% | -30.2% |
| 1Y | +0.4% | +12.5% | -12.1% | -3.2% |
| 3Y | +129.4% | +79.1% | +50.2% | +87.1% |
| 5Y | +99.8% | +75.7% | +24.1% | +62.4% |
| 10Y | +183.2% | +313.9% | -130.6% | +68.6% |
| All | +237.7% | +759.3% | -521.5% | +28.9% |
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