+172.7%
SLV vs UMC
+145.1%
+27.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | +1.6% |
| 7D | +2.8% | +13.6% | -10.8% | +0.6% |
| 30D | +2.2% | +20.8% | -18.6% | -1.1% |
| 3M | +2.9% | +16.1% | -13.2% | -1.6% |
| 6M | -22.4% | +137.3% | -159.7% | -35.9% |
| YTD | -5.7% | +193.8% | -199.5% | -24.9% |
| 1Y | +63.3% | +236.1% | -172.8% | +27.2% |
| 3Y | +189.0% | +267.1% | -78.1% | +119.9% |
| 5Y | +172.7% | +145.3% | +27.4% | +103.8% |
| All | +172.7% | +145.1% | +27.6% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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