+187.0%
SLV vs TROW
+12.9%
+174.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.7% |
| 7D | +2.8% | -1.5% | +4.3% | +3.2% |
| 30D | +2.2% | -5.3% | +7.5% | +3.6% |
| 3M | +2.9% | +2.9% | -0.1% | +2.2% |
| 6M | -22.4% | +22.2% | -44.6% | -25.8% |
| YTD | -5.7% | +8.1% | -13.8% | -7.9% |
| 1Y | +63.3% | +5.8% | +57.5% | +60.0% |
| All | +187.0% | +12.9% | +174.1% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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