+339.6%
SLV vs TEVA
+14.8%
+324.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.0% | +2.3% |
| 7D | +2.8% | -1.7% | +4.5% | +2.9% |
| 30D | +2.2% | +2.0% | +0.2% | +2.0% |
| 3M | +2.9% | +7.0% | -4.1% | +2.3% |
| 6M | -22.4% | +17.0% | -39.4% | -23.5% |
| YTD | -5.7% | +18.1% | -23.8% | -7.2% |
| 1Y | +63.3% | +87.2% | -23.9% | +55.3% |
| 3Y | +189.0% | +283.1% | -94.1% | +157.7% |
| 5Y | +172.7% | +298.4% | -125.7% | +139.5% |
| 10Y | +235.3% | -23.4% | +258.7% | +221.5% |
| All | +339.6% | +14.8% | +324.8% | +275.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling