+99.8%
SLV vs TPR
+238.0%
-138.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.6% |
| 7D | -1.1% | +6.4% | -7.5% | -1.8% |
| 30D | -14.2% | +13.8% | -27.9% | -15.4% |
| 3M | -20.3% | -16.6% | -3.7% | -18.9% |
| 6M | -40.2% | +0.7% | -40.9% | -40.4% |
| YTD | -27.6% | +5.3% | -32.9% | -28.3% |
| 1Y | +0.4% | +32.4% | -31.9% | -2.9% |
| 3Y | +129.4% | +406.4% | -277.0% | +92.2% |
| 5Y | +99.8% | +227.9% | -128.1% | +68.9% |
| All | +99.8% | +238.0% | -138.2% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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