+333.1%
SLV vs TAP
+81.3%
+251.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.3% | -2.3% | +2.0% | 0.0% |
| 30D | +6.7% | -2.1% | +8.8% | +6.9% |
| 3M | -10.7% | +6.6% | -17.3% | -11.8% |
| 6M | -20.6% | -11.5% | -9.1% | -19.5% |
| YTD | -7.1% | -10.3% | +3.1% | -6.2% |
| 1Y | +62.0% | -14.4% | +76.4% | +64.4% |
| 3Y | +169.8% | -28.3% | +198.1% | +178.8% |
| 5Y | +161.5% | +1.7% | +159.7% | +154.2% |
| 10Y | +224.4% | -49.2% | +273.6% | +246.4% |
| All | +333.1% | +81.3% | +251.8% | +244.0% |
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