+116.0%
SLV vs TAP
-22.2%
+138.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.2% |
| 7D | -5.8% | +1.3% | -7.1% | -5.8% |
| 30D | -12.1% | +5.7% | -17.8% | -12.0% |
| 3M | -24.1% | -1.9% | -22.2% | -24.0% |
| 6M | -44.4% | +0.9% | -45.3% | -44.2% |
| YTD | -31.5% | -9.5% | -22.0% | -30.9% |
| 1Y | -6.9% | -9.0% | +2.0% | -6.2% |
| 3Y | +116.0% | -22.2% | +138.3% | +114.7% |
| All | +116.0% | -22.2% | +138.2% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling