+237.7%
SLV vs SYY
+363.3%
-125.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -14.2% | -2.2% | -11.9% | -14.0% |
| 3M | -20.3% | -8.0% | -12.3% | -19.6% |
| 6M | -40.2% | +7.5% | -47.7% | -40.9% |
| YTD | -27.6% | +7.4% | -35.0% | -28.6% |
| 1Y | +0.4% | +4.9% | -4.4% | -0.7% |
| 3Y | +129.4% | +24.1% | +105.3% | +120.7% |
| 5Y | +99.8% | +13.4% | +86.4% | +93.1% |
| 10Y | +183.2% | +87.5% | +95.7% | +144.9% |
| All | +237.7% | +363.3% | -125.6% | +156.9% |
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