+333.1%
SLV vs UL
+398.7%
-65.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | -1.3% | +1.0% | 0.0% |
| 30D | +6.7% | +0.5% | +6.2% | +6.5% |
| 3M | -10.7% | +17.6% | -28.3% | -14.7% |
| 6M | -20.6% | -5.4% | -15.2% | -19.9% |
| YTD | -7.1% | +0.7% | -7.8% | -7.8% |
| 1Y | +62.0% | -9.3% | +71.2% | +64.9% |
| 3Y | +169.8% | +24.5% | +145.3% | +151.5% |
| 5Y | +161.5% | +23.2% | +138.2% | +141.4% |
| 10Y | +224.4% | +64.5% | +159.9% | +168.9% |
| All | +333.1% | +398.7% | -65.6% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling