+169.8%
SLV vs TECK
+195.2%
-25.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +6.7% | +4.6% | +2.1% | +5.0% |
| 3M | -10.7% | +2.8% | -13.5% | -11.7% |
| 6M | -20.6% | +24.9% | -45.5% | -26.5% |
| YTD | -7.1% | +44.7% | -51.9% | -16.4% |
| 1Y | +62.0% | +112.0% | -50.0% | +31.7% |
| 3Y | +169.8% | +67.6% | +102.2% | +129.4% |
| All | +169.8% | +195.2% | -25.4% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling