+333.1%
SLV vs SYY
+378.7%
-45.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -0.3% | -2.3% | +2.0% | 0.0% |
| 30D | +6.7% | -4.9% | +11.6% | +7.4% |
| 3M | -10.7% | +8.4% | -19.1% | -11.7% |
| 6M | -20.6% | -7.4% | -13.2% | -20.0% |
| YTD | -7.1% | +11.0% | -18.1% | -8.7% |
| 1Y | +62.0% | -0.2% | +62.2% | +61.4% |
| 3Y | +169.8% | +23.8% | +146.1% | +160.0% |
| 5Y | +161.5% | +18.1% | +143.3% | +151.5% |
| 10Y | +224.4% | +94.6% | +129.8% | +179.3% |
| All | +333.1% | +378.7% | -45.6% | +228.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling