+179.0%
SLV vs SW
+743.1%
-564.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.1% | +5.0% |
| 7D | -3.9% | +12.1% | -15.9% | -4.4% |
| 30D | -14.5% | +6.6% | -21.0% | -14.7% |
| 3M | -12.4% | -6.0% | -6.4% | -12.2% |
| 6M | -28.5% | +21.5% | -50.0% | -29.2% |
| YTD | -26.8% | +20.3% | -47.1% | -27.5% |
| 1Y | +10.3% | +28.1% | -17.8% | +9.0% |
| 3Y | +122.2% | +51.6% | +70.6% | +117.7% |
| 5Y | +114.4% | -0.1% | +114.5% | +110.8% |
| 10Y | +170.1% | +189.7% | -19.6% | +155.1% |
| All | +179.0% | +743.1% | -564.0% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling