+333.1%
SLV vs UMC
+860.9%
-527.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -1.8% |
| 7D | -0.3% | +5.0% | -5.3% | -1.0% |
| 30D | +6.7% | +7.7% | -1.0% | +5.5% |
| 3M | -10.7% | +1.7% | -12.4% | -11.8% |
| 6M | -20.6% | +113.9% | -134.5% | -29.4% |
| YTD | -7.1% | +168.9% | -176.0% | -20.0% |
| 1Y | +62.0% | +207.2% | -145.2% | +37.2% |
| 3Y | +169.8% | +227.7% | -57.9% | +124.5% |
| 5Y | +161.5% | +118.0% | +43.4% | +124.7% |
| 10Y | +224.4% | +1,682.1% | -1,457.7% | +106.0% |
| All | +333.1% | +860.9% | -527.8% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling