+236.5%
SLV vs UL
+416.3%
-179.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | +3.7% | +2.6% | +1.1% | +3.0% |
| 30D | -15.2% | +6.8% | -21.9% | -16.6% |
| 3M | -21.8% | +5.7% | -27.5% | -23.0% |
| 6M | -36.3% | +15.9% | -52.2% | -39.1% |
| YTD | -27.8% | +4.3% | -32.1% | -29.1% |
| 1Y | +1.5% | -0.4% | +1.9% | +0.9% |
| 3Y | +128.5% | +35.0% | +93.6% | +108.4% |
| 5Y | +103.2% | +31.6% | +71.6% | +84.2% |
| 10Y | +164.7% | +104.6% | +60.1% | +105.7% |
| All | +236.5% | +416.3% | -179.8% | +39.2% |
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