+128.3%
SLV vs TECK
+84.1%
+44.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.3% |
| 7D | -1.1% | -1.2% | +0.1% | -0.7% |
| 30D | -14.2% | -5.7% | -8.4% | -11.6% |
| 3M | -20.3% | -3.6% | -16.7% | -19.1% |
| 6M | -40.2% | -2.2% | -38.0% | -39.9% |
| YTD | -27.6% | +33.6% | -61.1% | -35.5% |
| 1Y | +0.4% | +49.0% | -48.6% | -14.0% |
| All | +128.3% | +84.1% | +44.2% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling