+216.5%
SLV vs SYY
+114.2%
+102.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.4% |
| 7D | -5.0% | +1.5% | -6.6% | -5.2% |
| 30D | -1.8% | -2.3% | +0.5% | -1.5% |
| 3M | -0.3% | +5.5% | -5.8% | -1.0% |
| 6M | -28.2% | -1.0% | -27.2% | -28.3% |
| YTD | -10.7% | +14.1% | -24.9% | -12.4% |
| 1Y | +53.7% | +5.6% | +48.1% | +52.1% |
| 3Y | +173.7% | +27.9% | +145.8% | +163.3% |
| 5Y | +161.5% | +22.7% | +138.8% | +151.0% |
| All | +216.5% | +114.2% | +102.3% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SYY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling