+226.7%
SLV vs UMC
+629.1%
-402.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -3.0% |
| 7D | -3.9% | +17.8% | -21.6% | -6.0% |
| 30D | -15.6% | -29.6% | +14.0% | -11.9% |
| 3M | -23.6% | -18.4% | -5.2% | -21.9% |
| 6M | -42.6% | -0.1% | -42.4% | -43.6% |
| YTD | -30.0% | +104.0% | -134.0% | -37.7% |
| 1Y | -6.6% | +121.5% | -128.1% | -17.7% |
| 3Y | +121.8% | +135.0% | -13.2% | +92.2% |
| 5Y | +92.7% | +83.0% | +9.6% | +69.1% |
| 10Y | +174.0% | +1,312.7% | -1,138.7% | +78.8% |
| All | +226.7% | +629.1% | -402.5% | +97.9% |
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