+167.8%
SLV vs UL
+22.5%
+145.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.6% |
| 7D | +2.5% | -1.3% | +3.8% | +2.7% |
| 30D | +3.3% | +0.9% | +2.3% | +3.1% |
| 3M | -3.6% | +14.2% | -17.8% | -6.0% |
| 6M | -21.8% | -3.2% | -18.6% | -21.3% |
| YTD | -7.8% | -0.3% | -7.5% | -7.7% |
| 1Y | +58.3% | -8.8% | +67.0% | +60.6% |
| 3Y | +182.6% | +23.9% | +158.7% | +172.2% |
| 5Y | +167.8% | +21.4% | +146.4% | +147.3% |
| All | +167.8% | +22.5% | +145.3% | +147.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling