+329.8%
SLV vs TROW
+384.5%
-54.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | +2.5% | +0.4% | +2.1% | +2.5% |
| 30D | +3.3% | -4.0% | +7.3% | +3.8% |
| 3M | -3.6% | +5.0% | -8.6% | -4.2% |
| 6M | -21.8% | +24.3% | -46.1% | -23.9% |
| YTD | -7.8% | +9.8% | -17.6% | -9.0% |
| 1Y | +58.3% | +6.4% | +51.8% | +56.8% |
| 3Y | +182.6% | +15.8% | +166.8% | +175.5% |
| 5Y | +167.8% | -37.3% | +205.1% | +175.6% |
| 10Y | +218.9% | +130.6% | +88.2% | +180.0% |
| All | +329.8% | +384.5% | -54.6% | +172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling