+122.3%
SLV vs UL
+35.9%
+86.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.2% |
| 7D | +5.1% | +1.1% | +4.0% | +5.0% |
| 30D | -12.9% | +8.2% | -21.1% | -13.8% |
| 3M | -16.1% | +4.5% | -20.6% | -16.6% |
| 6M | -33.2% | +12.6% | -45.7% | -34.5% |
| YTD | -27.2% | +3.5% | -30.8% | -27.0% |
| 1Y | +7.6% | -0.4% | +8.1% | +8.5% |
| 3Y | +122.3% | +36.0% | +86.4% | +106.1% |
| All | +122.3% | +35.9% | +86.4% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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