+253.9%
SLV vs SW
+755.0%
-501.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -0.3% | -5.1% | +4.8% | -0.1% |
| 30D | +6.7% | -4.6% | +11.3% | +6.9% |
| 3M | -10.7% | +9.4% | -20.1% | -11.1% |
| 6M | -20.6% | +3.5% | -24.1% | -20.9% |
| YTD | -7.1% | +22.0% | -29.2% | -8.1% |
| 1Y | +62.0% | +2.2% | +59.8% | +61.3% |
| 3Y | +169.8% | +19.6% | +150.2% | +166.0% |
| 5Y | +161.5% | -2.3% | +163.8% | +157.2% |
| 10Y | +224.4% | +181.4% | +43.0% | +206.7% |
| All | +253.9% | +755.0% | -501.1% | +215.3% |
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