+122.6%
SLV vs SW
+40.4%
+82.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -0.7% | +4.7% | -5.4% | -1.5% |
| 30D | -15.4% | +5.0% | -20.4% | -16.2% |
| 3M | -16.3% | -7.3% | -9.0% | -15.3% |
| 6M | -28.8% | +15.0% | -43.8% | -30.9% |
| YTD | -27.1% | +18.5% | -45.7% | -29.7% |
| 1Y | +7.5% | +27.1% | -19.6% | +2.9% |
| All | +122.6% | +40.4% | +82.3% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 3y: compounded portfolio wealth divided by compounded SW 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…
3y analysis · Full analysis span regression · 6 months rolling