+172.7%
SLV vs TGT
-25.2%
+197.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.2% | +5.5% | +2.5% |
| 7D | +2.8% | -3.6% | +6.4% | +3.1% |
| 30D | +2.2% | +4.4% | -2.2% | +1.8% |
| 3M | +2.9% | +25.4% | -22.5% | +0.9% |
| 6M | -22.4% | +33.4% | -55.8% | -24.5% |
| YTD | -5.7% | +65.6% | -71.3% | -10.2% |
| 1Y | +63.3% | +80.3% | -17.0% | +54.1% |
| 3Y | +189.0% | +42.1% | +146.9% | +176.6% |
| 5Y | +172.7% | -25.0% | +197.7% | +155.2% |
| All | +172.7% | -25.2% | +197.8% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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