+219.5%
SLV vs UPS
+174.2%
+45.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.4% |
| 7D | -5.8% | +3.8% | -9.6% | -6.3% |
| 30D | -12.1% | +17.4% | -29.5% | -14.0% |
| 3M | -24.1% | +8.2% | -32.3% | -25.0% |
| 6M | -44.4% | +17.9% | -62.3% | -45.7% |
| YTD | -31.5% | +18.7% | -50.2% | -33.1% |
| 1Y | -6.9% | +24.8% | -31.8% | -9.7% |
| 3Y | +116.0% | -4.5% | +120.5% | +114.4% |
| 5Y | +88.4% | -33.2% | +121.6% | +93.6% |
| 10Y | +167.9% | +44.2% | +123.7% | +143.9% |
| All | +219.5% | +174.2% | +45.3% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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