+248.5%
SLV vs TAP
+78.4%
+170.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.9% |
| 7D | +5.6% | -7.8% | +13.5% | +6.8% |
| 30D | -12.1% | +7.1% | -19.2% | -13.0% |
| 3M | -16.3% | -7.0% | -9.2% | -15.7% |
| 6M | -34.1% | -3.8% | -30.3% | -34.1% |
| YTD | -25.3% | -11.7% | -13.6% | -24.5% |
| 1Y | +9.6% | -10.1% | +19.7% | +10.4% |
| 3Y | +132.7% | -23.7% | +156.4% | +137.8% |
| 5Y | +113.7% | +2.9% | +110.8% | +107.0% |
| 10Y | +175.9% | -49.5% | +225.4% | +194.1% |
| All | +248.5% | +78.4% | +170.2% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling