+216.5%
SLV vs TECK
+373.8%
-157.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.3% | +1.0% | -3.9% |
| 7D | -5.0% | -4.2% | -0.8% | -4.1% |
| 30D | -1.8% | -0.4% | -1.4% | -1.7% |
| 3M | -0.3% | +10.1% | -10.4% | -2.3% |
| 6M | -28.2% | +26.0% | -54.2% | -31.4% |
| YTD | -10.7% | +38.0% | -48.8% | -15.3% |
| 1Y | +53.7% | +63.8% | -10.1% | +41.6% |
| 3Y | +173.7% | +68.5% | +105.2% | +148.2% |
| 5Y | +161.5% | +179.2% | -17.7% | +118.1% |
| All | +216.5% | +373.8% | -157.3% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TECK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling