+239.3%
SLV vs UL
+412.7%
-173.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.5% |
| 7D | +5.1% | +1.1% | +4.0% | +4.8% |
| 30D | -12.9% | +8.2% | -21.1% | -14.7% |
| 3M | -16.1% | +4.5% | -20.6% | -17.2% |
| 6M | -33.2% | +12.6% | -45.7% | -35.6% |
| YTD | -27.2% | +3.5% | -30.8% | -28.4% |
| 1Y | +7.6% | -0.4% | +8.1% | +6.9% |
| 3Y | +122.3% | +36.0% | +86.4% | +102.3% |
| 5Y | +109.7% | +30.9% | +78.8% | +90.3% |
| 10Y | +168.4% | +97.5% | +70.9% | +110.6% |
| All | +239.3% | +412.7% | -173.3% | +40.6% |
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