-40.2%
SLV vs UL
+16.0%
-56.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.1% |
| 7D | -1.1% | -1.7% | +0.6% | -1.5% |
| 30D | -14.2% | +4.5% | -18.7% | -12.7% |
| 3M | -20.3% | +5.5% | -25.8% | -18.7% |
| 6M | -40.2% | +17.0% | -57.2% | -34.3% |
| All | -40.2% | +16.0% | -56.2% | -34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling