+122.3%
SLV vs URA
+36.0%
+86.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -2.1% |
| 7D | +5.1% | -4.1% | +9.2% | +6.9% |
| 30D | -12.9% | -19.0% | +6.1% | -4.2% |
| 3M | -16.1% | -25.1% | +9.1% | -4.6% |
| 6M | -33.2% | -44.5% | +11.3% | -13.8% |
| YTD | -27.2% | -24.3% | -2.9% | -13.8% |
| 1Y | +7.6% | -28.1% | +35.7% | +28.7% |
| 3Y | +122.3% | +40.7% | +81.7% | +122.9% |
| All | +122.3% | +36.0% | +86.4% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling