+174.7%
SLV vs TEVA
+280.8%
-106.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -1.0% | +0.9% |
| 7D | -2.8% | +2.0% | -4.8% | -3.0% |
| 30D | -1.6% | +1.0% | -2.5% | -1.7% |
| 3M | -4.4% | +7.3% | -11.8% | -5.1% |
| 6M | -25.4% | +21.7% | -47.1% | -26.8% |
| YTD | -9.8% | +18.8% | -28.6% | -11.5% |
| 1Y | +53.8% | +86.5% | -32.7% | +46.7% |
| 3Y | +174.7% | +269.4% | -94.8% | +155.7% |
| All | +174.7% | +280.8% | -106.1% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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