+161.5%
SLV vs TROW
-38.9%
+200.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.3% |
| 7D | -5.0% | -3.0% | -2.0% | -4.5% |
| 30D | -1.8% | -5.5% | +3.7% | -0.7% |
| 3M | -0.3% | +2.3% | -2.5% | -0.7% |
| 6M | -28.2% | +23.9% | -52.1% | -31.0% |
| YTD | -10.7% | +7.9% | -18.6% | -12.2% |
| 1Y | +53.7% | +6.1% | +47.6% | +51.4% |
| 3Y | +173.7% | +13.8% | +159.9% | +163.5% |
| 5Y | +161.5% | -38.2% | +199.7% | +152.8% |
| All | +161.5% | -38.9% | +200.4% | +152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling