+106.9%
SLV vs TPR
+253.5%
-146.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +5.1% | +14.2% | -9.1% | +3.5% |
| 30D | -12.9% | +17.1% | -30.0% | -14.5% |
| 3M | -16.1% | -17.7% | +1.6% | -14.4% |
| 6M | -33.2% | -10.2% | -23.0% | -32.7% |
| YTD | -27.2% | +4.9% | -32.2% | -27.9% |
| 1Y | +7.6% | +36.1% | -28.5% | +3.7% |
| 3Y | +122.3% | +416.5% | -294.1% | +85.3% |
| All | +106.9% | +253.5% | -146.6% | +73.8% |
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